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Ah, you're right. I was thrown off by WolframAlpha saying the integral = π ≈ 3.1416 Both of those should be ≈
(x^2 + y^2)=1 is the equation for a unit circle, so it's definitely related. Just not quite how I thought.
Also the 2D gaussian integral is used to give an insight on why the 1D gaussian integral is sqrt of pi. Here is a video with cool visualization for anyone interested.