Interestingly, your sum is related to the so-called Sophomore dream function $\operatorname{Sphd} (\alpha;x)$ which is defined as
$$\operatorname{Sphd}(\alpha;x) = \int_0^x t^{\alpha t} \, dt.$$
Of course, whether you accept this function as a member of the "standard" canon of special functions or not is still debatable.
In any event, to see this, enforcing a substitution of $x \mapsto -\frac{1}{2} \ln x$ in your integral yields
\begin{align}
\int_0^\infty e^{-2x + xe^{-2x}} \, dx &= \frac{1}{2} \int_0^1 e^{-\frac{x}{2} \ln x} \, dx\\
&= \frac{1}{2} \int_0^1 x^{-x/2} \, dx\\
&= \frac{1}{2} \operatorname{Sphd} \left (-\frac{1}{2};1 \right ).
\end{align}
Thus
$$\sum_{n = 1}^\infty \frac{1}{2^n n^n} = \frac{1}{2} \operatorname{Sphd} \left (-\frac{1}{2};1 \right ).$$
Comments
In general
$$\sum_{n = 1}^\infty \frac{x^n}{n^n} = x \int_0^1 x t^{-xt} \, dt = x \operatorname{Sphd} (-x;1).$$
For a discussion on what "counts" as a known function, see here.
Finally, as they say, a function is only as important as it is useful.