The series $\sum_{n=1}^\infty \frac{1}{n^p}$ converges for $p>1$; I have known this result since I took calculus in my freshman year. It is also known that $$\sum_{n=1}^\infty \frac{1}{n^2}=\frac{\pi^2}{6} \text{ and } \sum_{n=1}^\infty \frac{1}{n^4}=\frac{\pi^4}{90}$$
I learned a few years later--while taking a history and philosophy of mathematics course of all places--that the precise value for which the series converges for $p=3$ is still unknown. Doing some brief investigation--using Wolfram|Alpha and Wikipedia--it appears that the result is defined in terms of the Riemann zeta function, i.e. $$\sum_{n=1}^\infty \frac{1}{n^3}=\zeta(3)\approx 1.2020569...$$
I have been told that a closed form has not been found. My question is why the mechanisms we have developed that enable us to find a closed form in the previous two cases fail in the third case? What it is that makes the $p=3$ case much more difficult? Is there even a closed form for the $p=3$ case, and for that matter, for all odd-numbered cases? I have attempted to ask one of my math professors this question, but I did not quite understand the explanation at the time.
For added context, I am currently doing an undergraduate degree in statistics. As such, I have only taken two semesters of real analysis, and one semester of complex analysis. I also feel like this question might have been have been asked on this site before; if so, please point me in the right direction.