The derivative of every elementary function is elementary; this is owing to the existence of the chain rule for differentiation.
On the other hand, the integral of an elementary function may turn out to be elementary or not elementary ($\text{e.g:}\int e^{-x^2}dx$). There's Risch algorithm, which for a given integral of an elementary function, tells you whether the integral is elementary or not, and if it's elementary, it finds the solution.
However I think it's still valid to ask, for integrals of elementary functions that are expressible in terms of elementary functions, why there's no chain rule for them?