The integral \( \int_0^a \frac{1}{a - x} \, dx \) is unbounded because as \( x \) approaches \( a \), the integrand tends to infinity. This creates a singularity at \( x = a \), making the integral unbounded.
For the other options, the integrals are bounded as they do not exhibit any singularities. Hence, the correct answer is option (3).