If you mean "find an expression for the anti-derivative in an elementary form", that is true for almost all integrable functions. the problem is that we simply don't know enough functions. By "elementary functions" we typically mean rational functions, radicals, exponentials and logarithms, and trig functions. That is just a tiny part of all possible functions, even all possible analytic functions.
In a deeper sense, the problem is that while we have "formula" for the derivative, there is no "formula" for the anti-derivative; it is simply defined as the "inverse" of the derivative. And "inverses" are typically very difficult. If we define y= x^5- 3x^3+ 4x^3- 5x^2+ x- 7, the direct problem, to "evaluate" the function (Given x, what is y?) is relatively simple. The "inverse" problem, to "solve the equation" (Givey y, what is x) is much harder