I am able to work out the double integral
$$\int_0^b \int_0^a \sqrt{x^2+y^2} dx dy $$ with brute-force (i.e. integrating $x$, then $y$) to arrive at the close-form result
$$\frac13ab\sqrt{a^2+b^2} +\frac16a^3\sinh^{-1}\frac ba +\frac16 b^3 \sinh^{-1}\frac ab$$
which has the expected parity between $a$ and $b$. However, it gets unwieldy to tackle the triple-integral extension $$\int_0^c \int_0^b \int_0^a \sqrt{x^2+y^2+z^2} dx dy dz$$ this way and I am unable to slug it out. Does anyone know the corresponding close-form expression for the triple version?