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Correct - see Trac 2516 for the current status.
See this Bessel function doc for an example that might help you by using Maxima more directly in your own context.
sage: m = maxima(bessel_J(2, x))
sage: m.integrate(x)
hypergeometric([3/2],[5/2,3],-x^2/4)*x^3/24
Also related - Trac 9908.
