Can we find a closed form for $$I(a)=\int_0^\infty e^{-x}\sin^a(x)dx$$ Mathematica can easily find closed form for integer $a$:
\begin{align*} I(0)&=1\\ I(1)&=1/2\\ I(2)&=2/5\\ I(3)&=3/10\\ I(4)&=24/85\\ I(5)&=3/13\\ I(6)&=144/629\\ I(7)&=63/325\\ \end{align*}
Perhaps this should be a comment instead of an answer, but...
I don't know if we can find a closed form expression using standard functions (maybe if we allow the gamma function?), but we can certainly define a recurrence relation.
After integrating this by parts twice, we get:
$$\int e^{-x}\sin^{a}(x)dx = \frac{e^{-x}sin^{(a-1)}(x)}{1+a^2} + \frac{a(a-1)}{a^2+1}\int e^{-x}\sin^{a-2}(x)dx$$
When we make it definite, the first term goes away entirely:
$$\int_{0}^{\infty}e^{-x}\sin^{a}(x)dx = \frac{a(a-1)}{a^2+1}\int_{0}^{\infty}e^{-x}\sin^{a-2}(x)dx$$
From here, a recurrence relation becomes obvious:
$$I(a) = \frac{a(a-1)}{a^2+1}I(a-2)$$
This isn't closed form, but it's a start... might be useful for further analysis.