We'll evaluate the following auxiliary integral:
$$\int_0^\infty \sqrt{x^n + \alpha} - x^{\frac{n}{2}} \, \mathrm{d}x = \frac{\alpha^{\frac1n + \frac12} }{(n+2)\sqrt{\pi}}\Gamma\left(\frac{1}{2} - \frac{1}{n} \right)\Gamma\left( \frac{1}{n} \right)\qquad \text{for} \quad \alpha >0, \, n>2$$
Proof: Taking the substitution $\sqrt{x^n +\alpha}- \sqrt{x^n} = \sqrt{\alpha t}$ gives $x = \alpha^{\frac1n}2^{-\frac{2}{n}}t^{-\frac{1}{n}}\left(1-t\right)^{\frac{2}{n}}$ which then gives $\mathrm{d}x =-\frac{1}{n}\alpha^{\frac1n}2^{-\frac{2}{n}}\left[ t^{-\frac1n -1}(1-t)^{\frac2n -1} + t^{-\frac1n}(1-t)^{\frac2n -1}\right] \mathrm{d}t $. Combining everything we get:
$\require{cancel}$
\begin{align*}
\int_0^\infty \sqrt{x^n + \alpha} - x^{\frac{n}{2}} \, \mathrm{d}x & =\frac{\alpha^{\frac1n + \frac12}2^{-\frac{2}{n}}}{n}\left[\int_{0}^{1} t^{\frac12-\frac1n -1}(1-t)^{\frac2n -1}\mathrm{d}t + \int_{0}^{1} t^{\frac12-\frac1n +1-1}(1-t)^{\frac2n -1}\mathrm{d}t\right]\\
& =\frac{\alpha^{\frac1n + \frac12}2^{-\frac{2}{n}}}{n}\left[B\left(\frac12-\frac1n, \frac2n\right) + B\left(\frac12-\frac1n+1, \frac2n\right)\right]\\
& =\frac{\alpha^{\frac1n + \frac12}2^{-\frac{2}{n}}}{n}\left[1 + \frac{\frac12 - \frac1n}{\frac12+\frac1n}\right]B\left(\frac12-\frac1n, \frac2n\right)\\
& =\frac{\alpha^{\frac1n + \frac12}\cancel{2^{-\frac{2}{n}}}}{\cancel{n}}\frac{\cancel{2}\cancel{n}}{n+2}\frac{\cancel{2^{\frac2n-1}}\cancel{\Gamma\left(\frac1n + \frac12\right)}\cancel{\Gamma\left(\frac12\right)}}{\cancel{\sqrt{\pi}}\cancel{\Gamma\left(\frac12 + \frac1n\right)}}B\left(\frac12-\frac1n, \frac1n\right)\\
& =\frac{\alpha^{\frac1n + \frac12} }{n+2}\frac{\Gamma\left(\frac{1}{2} - \frac{1}{n} \right)\Gamma\left( \frac{1}{n} \right)}{\sqrt{\pi}}
\end{align*}
using that $B(x+1,y) = \frac{x}{x+y}B(x,y)$ and $B(x,2y) = \frac{2^{2y-1}\Gamma\left(y + \frac12\right)\Gamma\left(x+y\right)}{\sqrt{\pi} \,\Gamma\left(x+2y\right)}B(x,y)$. Note that the first result is a consequence of $\Gamma(z+1) = z\Gamma(z)$ and the second result is a consequence of Legendre's duplication formula.
With the previous result we can conclude the problem as follows:
\begin{align*}
I &=\frac{1}{a-b} \int_{0}^{\infty} \sqrt{x^n +a} -\sqrt{x^n +b} \, \mathrm{d}x\\
& = \frac{1}{a-b} \left[\int_{0}^{\infty} \sqrt{x^n +a}\color{blue}{-x^{\frac{n}{2}}} \, \mathrm{d}x-\int_{0}^{\infty}\sqrt{x^n +b}\color{blue}{-x^{\frac{n}{2}}} \, \mathrm{d}x\right]\\
& = \boxed{\frac{a^{\frac1n + \frac12 } - b^{\frac1n + \frac12 } }{(a-b)(n+2)\sqrt{\pi}} \Gamma \left(\frac12 - \frac1n\right) \Gamma \left( \frac1n\right)}
\end{align*}