Expanding in a series at $\theta = \frac{3\pi}{2}$ gives that the integrand is
$$\frac{1}{2 (1 + \sin \theta)} = \frac{1}{\left(\theta - \frac{3 \pi}{2}\right)^2} + g(\theta),$$
for some integrable (in fact, continuous) $g$, but the first term on the right is not integrable on $[0, 2\pi]$, so the integrand is not integrable on $[0, 2\pi]$. In terms of the complex variable $z$, the complex integrand $\frac{1}{(z + i)^2}$ has a pole at $z = -i$, which in particular lies on the contour, so the Residue Theorem does not apply.
On the other hand, we can compute an indefinite integral—which is valid on any interval on which $\sin \theta \neq -1$—without the tangent half-angle substitution:
$$\int \frac{d\theta}{1 + \sin \theta}
= \int \frac{(1 - \sin \theta) \,d\theta}{(1 + \sin \theta) (1 - \sin \theta)}
= \int (\sec^2 \theta - \sec \theta \tan \theta) \,d\theta
= \tan \theta - \sec \theta + C$$