Let $0<\Re(s)<1$ unless otherwise indicated. Then
$$\int_0^\infty (\sum_{1 \le n \le x} 1-x) x^{-s-1}\,dx=-\int_0^1 x^{-s}+\int_1^\infty (\sum_{1 \le n \le x} 1-x) x^{-s-1}\,dx.$$
On the right hand side, the first integral equals $1/(s-1)$. The second integral equals $\zeta(s)/s-1/(s-1)$ as can be seen by proving it first for $\Re(s)>1$ and then continuing it analytically to $\Re(s)>0$. Hence
$$\int_0^\infty (\sum_{1 \le n \le x} 1-x) x^{-s-1}\,dx=\frac{\zeta(s)}{s},\qquad 0<\Re(s)<1.\tag{1}$$
Now consider
$$S(x):=\sum_{1 \le n \le x} \frac1n-\log x-\gamma,\qquad x>0.$$
Note that $S(x)\ll\log x$ when $x<1$, and $S(x)\ll 1/x$ when $x\geq 1$. Then, the remaining part of the integral is, by integration by parts,
$$\int_0^\infty S(x)x^{-s}\,dx=\frac{1}{s-1}\int_0^\infty x^{1-s}\,dS(x).$$
Now we argue for the integral on the right hand side similarly as before:
$$\int_0^\infty x^{1-s}\,dS(x)=\int_0^{1-} x^{1-s}\,dS(x)+\int_{1-}^\infty x^{1-s}\,dS(x).$$
On the right hand side, the first integral equals $1/(s-1)$. The second integral equals $\zeta(s)-1/(s-1)$ as can be seen by proving it first for $\Re(s)>1$ and then continuing it analytically to $\Re(s)>0$. Hence
$$\int_0^\infty x^{1-s}\,dS(x)=\zeta(s),\qquad 0<\Re(s)<1,$$
and therefore
$$\int_0^\infty S(x)x^{-s}\,dx=\frac{\zeta(s)}{s-1},\qquad 0<\Re(s)<1.\tag{2}$$
Subtracting $(2)$ from $(1)$, the claimed identity follows.