It gets tricky.
If $f(x) = x$ and $g(x) = -x$, then
$$\lim_{x \to \infty}f(x) + \lim_{x \to \infty}g(x) = \infty - \infty$$
And $$\lim_{x \to \infty}\left( f(x) + g(x)\right) = \lim_{x \to \infty}0 = 0$$
And recall $\infty - \infty$ is an indeterminate form so we can't just say that it is equal to $0$