I'll address the more general question of which indefinite integrals of the form
$$\int \sqrt[n]{1 + x^m} \,dx$$
admit an elementary closed form, where $m$ is an integer and $n$ is a nonzero integer. This question turns out to be a special case of the work of Chebyshev (see p. 51 of Hardy's Integration of Functions of a Single Variable, which Dave L. Renfro mentioned in a comment).
First, provided $m \neq 0$, substituting $t = x^m$ transforms the integral to
$$\frac1m \int t^{\frac{1-m}m} (1 + t)^{\frac1n} \,dt .$$
Now, Chebyshev's condition says that the integrand has a closed-form (in Hardy's language, "finite form") antiderivative if and only if at least one of $\frac{1 - m}m, \frac1n, \frac{1 - m}m + \frac1n$ are integers. (For the integrand in the question statement, $\sqrt{1 + \frac1{x^4}}$, these numbers are $-\frac54, \frac12, -\frac34$, so it admits no elementary antiderivative). The first is an integer if and only if $m = \pm 1$, the second is an integer if and only if $n = \pm 1$, and the third is an integer if and only if $m = n = \pm 1$, $m = n = \pm2$, or $m = -n$. So, the only elementary cases are:
- $m = -1$, when the substitution $1 + t = u^n$ rationalizes the integral, giving
$$\int \sqrt[n]{1 + \frac1x} \,dx = -n \int \frac{u^n \,du}{(u^n - 1)^2},$$
- $m = 0$, when the integrand is a constant
- $m = 1$, when the integrand is a power of a linear function,
- $n = \pm 1$, when the integrand is a rational function,
- $m = n = -2$, when the integral is $$\int \frac{dx}{\sqrt{1 + \frac1{x^2}}} = \sqrt{1 + x^2} + C,$$
- $m = n = 2$, when the integral is
$$\int \sqrt{1 + x^2} \,dx = \frac12 \operatorname{arsinh} x + \frac12 x \sqrt{1 + x^2} + C,$$ and
- $m = -n$, when the substitution $1 + t = t u^n$ rationalizes the integral, giving
$$\int \sqrt[n]{1 + \frac{1}{x^n}} \,dx = \int \frac{u^n \,du}{u^n - 1}.$$
Remark It follows from the definition that the functions considered in this answer have a closed-form antiderivative in terms of the Gauss Hypergeometric function, ${}_2 F_1$: When $m \neq 0, n \neq 0$,
$$\int \sqrt[n]{1 + x^m} \,dx = x {}_2 F_1 \left(\frac1m, -\frac1n; 1 + \frac1m; -x^m\right) + C .$$