[guided]The normal coordinate behaves differently because $x_n$ ranges over $[0,\infty)$ rather than over all of $\mathbb{R}$. From the exterior derivative computation, the $j=n$ term is
\begin{align*}
(-1)^{n-1}\frac{\partial a_n}{\partial x_n}\,
dx_1 \wedge \cdots \wedge dx_n.
\end{align*}
All other terms have already been shown to integrate to zero, so
\begin{align*}
\int_{\mathbb{H}^n} d\omega
=
(-1)^{n-1}
\int_{\mathbb{H}^n}
\frac{\partial a_n}{\partial x_n}\,
dx_1 \wedge \cdots \wedge dx_n.
\end{align*}
Because $\partial a_n/\partial x_n$ is smooth with compact support, Fubini's theorem applies. We integrate first in the normal variable $t=x_n$:
\begin{align*}
\int_{\mathbb{H}^n}
\frac{\partial a_n}{\partial x_n}\,
dx_1 \wedge \cdots \wedge dx_n
&=
\int_{\mathbb{R}^{n-1}}
\int_{[0,\infty)}
\frac{\partial a_n}{\partial x_n}(x_1,\dots,x_{n-1},t)
\,d\mathcal{L}^1(t)\,d\mathcal{L}^{n-1}(x_1,\dots,x_{n-1}).
\end{align*}
For fixed $(x_1,\dots,x_{n-1}) \in \mathbb{R}^{n-1}$, the one-variable function
\begin{align*}
t \mapsto a_n(x_1,\dots,x_{n-1},t)
\end{align*}
is smooth on $[0,\infty)$ and vanishes for all sufficiently large $t$, because $a_n$ has compact support. Hence
\begin{align*}
\int_{[0,\infty)}
\frac{\partial a_n}{\partial x_n}(x_1,\dots,x_{n-1},t)
\,d\mathcal{L}^1(t)
=
-a_n(x_1,\dots,x_{n-1},0).
\end{align*}
Substituting this into the iterated integral yields
\begin{align*}
\int_{\mathbb{H}^n}
\frac{\partial a_n}{\partial x_n}\,
dx_1 \wedge \cdots \wedge dx_n
=
-\int_{\mathbb{R}^{n-1}}
a_n(x_1,\dots,x_{n-1},0)
\,d\mathcal{L}^{n-1}(x_1,\dots,x_{n-1}).
\end{align*}
Multiplying by the exterior-derivative sign $(-1)^{n-1}$ gives
\begin{align*}
\int_{\mathbb{H}^n} d\omega
=
(-1)^n
\int_{\mathbb{R}^{n-1}}
a_n(x_1,\dots,x_{n-1},0)
\,d\mathcal{L}^{n-1}(x_1,\dots,x_{n-1}).
\end{align*}[/guided]