Let us assume $\alpha> -1$, then perform the substitution $x\mapsto\sqrt{z}$ and a step of integration by parts:
$$\int_{1}^{n}\frac{\sin(x^2)}{x^\alpha}\,dx = \frac{1}{2}\int_{1}^{n^2}\frac{\sin(z)}{z^{\frac{\alpha+1}{2}}}\,dz\stackrel{\text{IBP}}{=}\frac{1}{2}\left[\frac{1-\cos z}{z^{\frac{\alpha+1}{2}}}\right]_{1}^{n^2}+\frac{\alpha+1}{4}\int_{1}^{n^2}\frac{1-\cos z}{z^{\frac{\alpha+3}{2}}}\,dz$$
We get that $\lim_{n\to +\infty}\text{LHS}$ is finite iff $\lim_{n\to +\infty}\int_{1}^{n^2}\frac{1-\cos z}{z^{\frac{\alpha+3}{2}}}\,dz$ is finite. $1-\cos z$ is a periodic non-negative function with mean value $1$, hence (by integration by parts again) the wanted limit is finite iff $\int_{1}^{+\infty}\frac{dz}{z^{\frac{\alpha+3}{2}}}$ is finite, and any value of $\alpha > -1$ does the job.
The cases $\alpha=-1$ and $\alpha <-1$ can be studied through the same approach.