Why do all elementary functions have an elementary derivative? Considering many elementary functions have an antiderivative which is not elementary, why does this type of thing not also happen in differential calculus?

The short answer is that we have differentiation rules for all the elementary functions, and we have differentiation rules for every way we can combine elementary functions (addition, multiplication, composition), where the derivative of a combination of two functions may be expressed using the functions, their derivatives and the different forms of combination.
Integration, on the other hand, neither has a direct rule for multiplication of two functions nor for composition of two functions. We can integrate the corresponding rules for differentiation and get something that looks like it (integration by parts and substitution), but it only works if you're lucky with what elementary functions are combined in what way.
You might say that there is a hope that there are rules out there, that we just haven't found them yet. This is not true; it's been proven that there are always integrals of elementary functions that are not elementary themselves (under most reasonable definitions of "elementary functions"). It's a deep result known as Liouville's theorem.
