Following https://mathoverflow.net/q/337897/145810, define 

$$I_{s}=\int_{1}^{\infty} (\pi(x)-Li(x))x^{-s-1} \mathrm{d}x,$$ where $\pi$ denotes the prime counting function and $Li$ the logarithmic integral.

My question is, does $I_s$ converge at $s=\Theta$, where $\Theta$ is the minimal number such that $\pi(x)-Li(x) \ll x^{\Theta+ \epsilon}$ for any $\epsilon>0$ ?