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With optional package fricas (installable with sage -i fricas), it does something:

sage: integrate(sqrt(x + sqrt(x)), x, algorithm='fricas')
1/12*(8*x + 2*sqrt(x) - 3)*sqrt(x + sqrt(x)) + 1/16*log(4*sqrt(x + sqrt(x))*(2*sqrt(x) + 1) + 8*x + 8*sqrt(x) + 1)

But indeed, maxima, sympy and giac have trouble with it:

sage: integrate(sqrt(x + sqrt(x)), x, algorithm='maxima')
integrate(sqrt(x + sqrt(x)), x)
sage: integrate(sqrt(x + sqrt(x)), x, algorithm='sympy')
integrate(sqrt(x + sqrt(x)), x)
sage: integrate(sqrt(x + sqrt(x)), x, algorithm='giac')
...
TypeError: An error occurred running a Giac command:  ...