We know that while deriving the surface area of cone, for differential area, we multiply the slant height element and the circumference of a small circular portion.
So when we calculate the area under curve, why don't we take $y\,\mathrm dl$ where $\mathrm dl=\mathrm dx\,\sec\alpha,$ where $\tan\alpha$ is the instanteneous slope at that $(x,y)\;?$ I think this is more appropriate since the error is not like in the case of assuming $y\,\mathrm dx$ with rectangles where some portion of area is unaccounted for.