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Iosif Pinelis
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Mathematica can do nothing this expectation in general:

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So, it is highly unlikely that this expectation can be expressed in terms of elementary, or even special, functions.

However, we have this:

enter image description here

Also, writing $\ln(1-x^a)=-\sum_{k=1}^\infty\dfrac{x^{ak}}k$, we see that the expectation in question is $$-\frac{\Gamma (\alpha+\beta )} {\Gamma (\alpha)}\sum_{k=1}^\infty\frac{\Gamma (a k+\alpha )}{\Gamma (a k+\alpha +\beta )}.$$

Iosif Pinelis
  • 127.8k
  • 8
  • 107
  • 229