Some functions do not have any closed form integrals, and no representation in any standard functions (such as the exponential integral)
Some functions do not have any known closed form integral or known representation in any standard functions, but have not been studied enough to determine for sure that none exist.
Some functions have known closed form or standard function representations, but MATLAB does not have the algorithms built in to detect or process that particular integral.
Some functions have known closed form or standard function representations, but MATLAB is not able to detect that the given representation matches the pattern; in such a case, doing things like change of variables might permit MATLAB to solve the function.
Some functions have known closed form or standard function representation, and MATLAB is able to detect and solve the problem.
In the case of this particular integral: None of MATLAB, Maple, or Mathematica are able to find a solution.