Based on Three-sided coin's comments, it seems
$$I_4 = \int_0^1 \frac{\operatorname{Li}_4(x)}{1+x}dx =\ln(2)\zeta(4)+\tfrac34\zeta(2)\zeta(3)-\tfrac{59}{32}\zeta(5) \approx 0.321352\dots$$
(Note: Confirmed as correct by Brevan's answer.) Connecting it to Three-sided coin's other integrals, then
$$I_4 = \ln(2)\zeta(4)-\tfrac12\zeta(2)\zeta(3)-h_1$$
$$I_4 = \ln(2)\zeta(4)+\tfrac14\zeta(2)\zeta(3)-h_2$$
where,
$$h_1=\int_0^1\frac{\operatorname{Li}_2(x)\,\color{blue}{\operatorname{Li}_2(-x)}}{x}dx = -\tfrac54\zeta(2)\zeta(3)+\tfrac{59}{32}\zeta(5)$$
$$h_2=\int_0^1\frac{\color{blue}{\operatorname{Li}_3(-x)}\ln(1-x)}{x}dx = -\tfrac12\zeta(2)\zeta(3)+\tfrac{59}{32}\zeta(5)$$
which implies,
$$h_1-h_2 =\int_0^1\frac{\operatorname{Li}_2(x)\,\operatorname{Li}_2(-x)}{x}dx- \int_0^1\frac{\operatorname{Li}_3(-x)\ln(1-x)}{x}dx =-\tfrac34\zeta(2)\zeta(3)$$
Compare to the similar integrals here that he mentioned,
$$h_3= \int_0^1\frac{\operatorname{Li}_2(x)\,\color{blue}{\operatorname{Li}_2(x)}}{x}dx = 2\zeta(2)\zeta(3)-3\zeta(5)$$
$$h_4 = \int_0^1\frac{\color{blue}{\operatorname{Li}_3(x)}\ln(1-x)}{x}dx =\zeta(2)\zeta(3)-3\zeta(5$$
which has the proven relation,
$$h_3-h_4 = \int_0^1\frac{\operatorname{Li}_2(x)\,\operatorname{Li}_2(x)}{x}dx - \int_0^1\frac{\operatorname{Li}_3(x)\ln(1-x)}{x}dx = \zeta(2)\zeta(3)$$
Update: Per Brevan's answer:
$$I_n = \int_0^1\frac{\operatorname{Li}_n(x)}{1+x}dx=(-1)^nA(n)+\sum_{k=1}^{n-1}(-1)^{k+1}\eta(k)\zeta(n+1-k)$$
with Dirichlet eta function $\eta(k)$ and
$$A(n) = \sum_{k=1}^\infty \frac{H_k}{k^n}(-1)^k$$
is the $n$th "Alternating Euler Sum". However, since,
$$A(n,z) = \sum_{k=1}^\infty \frac{H_k}{k^n}z^k =S_{n-1,2}(z)+\operatorname{Li}_{n+1}(z)$$
for $-1\leq z\leq 1$, then $I_n$ can be expressed by Nielsen polylogs $S_{n,p}(z)$ as I suspected.