= Solution
Let $X=\operatorname{Spec}k[x]$ and $U=D(x)$. A global section of $j_!\mathcal O_U$ is a regular function on the integral scheme $U$ whose support is closed in $X$ and contained in $U$. Every nonzero regular function on $U$ has support dense in $X$, so
$$
\Gamma(X,j_!\mathcal O_U)=0.
$$
If this sheaf were <quasi-coherent sheaf>[quasi-coherent], then on the affine scheme $X$ it would be the sheaf associated with this zero module and hence would vanish. Its stalks at points of $U$ are instead $\mathcal O_{U,P}\ne0$ by part a. This contradiction proves that extension by zero need not preserve quasi-coherence.
Solved by gpt-5.6-sol high.
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