We are given the differential equation:
\[
\frac{dy}{dx} + 2y = \frac{1}{1 + x^2}.
\]
This is a first-order linear differential equation, and we can solve it using the integrating factor method. The integrating factor is:
\[
\mu(x) = e^{\int 2 \, dx} = e^{2x}.
\]
Multiplying both sides of the differential equation by the integrating factor \( e^{2x} \), we get:
\[
e^{2x} \frac{dy}{dx} + 2e^{2x} y = \frac{e^{2x}}{1 + x^2}.
\]
The left-hand side is now the derivative of \( e^{2x} y \), so we can integrate both sides:
\[
\frac{d}{dx} \left( e^{2x} y \right) = \frac{e^{2x}}{1 + x^2}.
\]
Integrating the right-hand side with respect to \( x \), we get:
\[
e^{2x} y = \int \frac{e^{2x}}{1 + x^2} dx + C,
\]
where \( C \) is the constant of integration. As \( x \to \infty \), the term \( \frac{e^{2x}}{1 + x^2} \) approaches 0, because the exponential growth in the numerator is not enough to overcome the growth of \( x^2 \) in the denominator. Therefore, for large \( x \), \( y_{\alpha}(x) \to 0 \) regardless of the initial condition \( \alpha \).
Thus, the correct answer is (A): \( \lim_{x \to \infty} y_{\alpha}(x) = 0 \text{ for every } \alpha \in \mathbb{R} \).