Mathematica me dijeron que no hay ninguna forma cerrada, pero he encontrado esta trabajando fuera de la integral:
Suponga que $m$ $n$ son positivas $\to m,n\in\mathbb{R^+}$:
$$\text{I}=\int_{1}^{\infty}\frac{1}{\pi^{nx}-1}\space\text{d}x=$$
$$\lim_{m\to\infty}\int_{1}^{m}\frac{1}{\pi^{nx}-1}\space\text{d}x=$$
Sustituto $u=nx$$\text{d}u=n\space\text{d}x$:
Esto le da un nuevo límite inferior $u=n\cdot1=n$ y el límite superior $u=n\cdot m=mn$:
$$\lim_{m\to\infty}\frac{1}{n}\int_{n}^{mn}\frac{1}{\pi^{u}-1}\space\text{d}u=$$
Sustituto $s=\pi^u$$\text{d}s=\pi^u\ln(\pi)\space\text{d}u$:
Esto le da un nuevo límite inferior $s=\pi^{n}$ y el límite superior $s=\pi^{mn}$:
$$\lim_{m\to\infty}\frac{1}{n\ln(\pi)}\int_{\pi^{n}}^{\pi^{mn}}\frac{1}{s(s-1)}\space\text{d}s=$$
$$\lim_{m\to\infty}\frac{1}{n\ln(\pi)}\int_{\pi^{n}}^{\pi^{mn}}\left(\frac{1}{s-1}-\frac{1}{s}\right)\space\text{d}s=$$
$$\lim_{m\to\infty}\frac{1}{n\ln(\pi)}\left(\int_{\pi^{n}}^{\pi^{mn}}\frac{1}{s-1}\space\text{d}s-\int_{\pi^{n}}^{\pi^{mn}}\frac{1}{s}\space\text{d}s\right)=$$
$$\lim_{m\to\infty}\frac{1}{n\ln(\pi)}\left(\int_{\pi^{n}}^{\pi^{mn}}\frac{1}{s-1}\space\text{d}s-\left[\ln\left|s\right|\right]_{\pi^{n}}^{\pi^{mn}}\right)=$$
Sustituto $p=s-1$$\text{d}p=\text{d}s$:
Esto le da un nuevo límite inferior $p=\pi^{n}-1$ y el límite superior $p=\pi^{mn}-1$:
$$\lim_{m\to\infty}\frac{1}{n\ln(\pi)}\left(\int_{\pi^{n}-1}^{\pi^{mn}-1}\frac{1}{p}\space\text{d}p-\left[\ln\left|s\right|\right]_{\pi^{n}}^{\pi^{mn}}\right)=$$
$$\lim_{m\to\infty}\frac{1}{n\ln(\pi)}\left(\left[\ln\left|p\right|\right]_{\pi^{n}-1}^{\pi^{mn}-1}-\left[\ln\left|s\right|\right]_{\pi^{n}}^{\pi^{mn}}\right)=$$
$$\lim_{m\to\infty}\frac{\ln\left|\pi^{mn}-1\right|-\ln\left|\pi^{n}-1\right|-\ln\left|\pi^{mn}\right|+\ln\left|\pi^{n}\right|}{n\ln(\pi)}=$$
$$\frac{1}{n\ln(\pi)}\lim_{m\to\infty}\left(\ln\left|\pi^{mn}-1\right|-\ln\left|\pi^{n}-1\right|-\ln\left|\pi^{mn}\right|+\ln\left|\pi^{n}\right|\right)=$$
$$\frac{1}{n\ln(\pi)}\lim_{m\to\infty}\ln\left(\frac{\pi^n-\pi^{n-mn}}{\pi^n-1}\right)=\frac{\ln\left(1+\frac{1}{\pi^n-1}\right)}{n\ln(\pi)}$$