My guess is that Mathematica added more special functions and integration methods using them mainly for advertising, not because some researchers needed them, otherwise some of them would probably work on this in an open-source CAS. About step by step, I cover some cases, for example http://www-fourier.ujf-grenoble.fr/%7eparisse/xcasen.html#+int(ln(x)%5E2%2Cx)& Step by step is not that easy to implement, because a CAS and a human do not necessarily use the same methods.
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