2.2.3.6 ✓ Mathematica. Time used: 0.04 (sec). Leaf size: 24

ode=y[x]-x*D[y[x],x]==b*(1+x^2*D[y[x],x]); 
ic={}; 
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
 

\begin{align*} y(x)&\to \frac {b+c_1 x}{b x+1}\\ y(x)&\to b \end{align*}