When $(a,b)=1$, $\cfrac{1}{a+b}\binom{a+b}{a}$ refers to the number of paths from one corner to its opposite corner of an $a\times b$ lattice that lies completely above (or below) the diagonal. Therefore, it must be an integer.
But does anyone know if there is an arithmetical proof of this?
There is an arithmetical proof for $\binom{a}{b}$ is integer. See this post.