Let $$\phi_k(x)=\sum_{1\le n \le x \\(n,x)=1} n^k$$ What's the asymptotic behavior of $$\sum_{n=1}^x\phi_k(n)?$$
According to the wikipedia $\sum^x_{n=1} \phi_0 (n) \approx \frac{3}{\pi^2}x^2 $. It also appears in page $69$ and $70$ which are $30$ and $31$ of this pdf.
The possible routes
Route 1 (For someone who wants some practice with Abel Summations): There should be an approach which is an analog to the techniques shown here: sum of the divisor functions and I think that $\sum_{n=1}^x \frac{\phi_k(n)}{n^{k+1}}$ is always on the order of a linear function. So that might be the place to start.
If no one takes this route I will almost certainly post my own answer in 2 or 3 weeks and ask this community for help verifying my proof. This is the most obvious route for me to take to make progress on this.
Route 2: Also it would be particularly interesting to see an argument which isn't an analog of the linked post and which exploits what we already know about the asymptotic behavior of $\sum \sigma_k(n)$ to make claims about $\sum \phi_k(n)$. I am not sure this possible but it may be a route forward.
Reuns asks: What is $$\sum_{d|m} \mu(d)\sum_{nd\le m} (dn)^k$$
I dunno. Maybe:
$$\sum_{d|m} \mu(d)d^k\sum_{nd\le m} n^k$$
$$\sum_{d|m} \mu(d)d^kf_k(\lfloor m/d \rfloor)$$
Where $f_k(x)=\sum_{n=1}^x n^k $ is a Faulhaber sum. This may not be what is being sought though...