I cannot find a closed form, but I can get a different sum which has an easier asymptotic expansion:
$$
\begin{align}
a_n
&=\sum_{i=1}^n\frac1i\binom{n}{i}\\
&=\sum_{i=1}^n\frac1i\left[\binom{n-1}{i}+\binom{n-1}{i-1}\right]\\
&=a_{n-1}+\sum_{i=1}^n\frac1n\binom{n}{i}\\
&=a_{n-1}+\frac{2^n-1}{n}
\end{align}
$$
Thus,
$$
\begin{align}
a_n
&=\sum_{i=1}^n\frac{2^i-1}{i}\\
&\sim\frac{2^{n+1}}{n}\left(1+\frac1n+\frac3{n^2}+\frac{13}{n^3}+\frac{75}{n^4}+\dots\right)
\end{align}
$$
Asymptotic Expansion
$$
\begin{align}
\frac{n}{2^{n+1}}\sum_{i=1}^n\frac{2^i-1}{i}
&=1+\frac{n}{2^{n+1}}\left[\sum_{i=1}^n\frac{2^i-1}{i}-\sum_{i=1}^n\frac{2^i}{n}-\frac2n\right]\\
&=1+\frac{n}{2^{n+1}}\left[\sum_{i=1}^n2^i\left(\frac1i-\frac1n\right)-\left(H_n+\frac2n\right)\right]\\
&=1+\sum_{i=1}^n2^{i-n}\frac{n-i}{2i}-\frac{n}{2^{n+1}}\left(H_n+\frac2n\right)\\
&=1+\sum_{i=0}^{n-1}2^{-i}\frac{i}{2(n-i)}\color{#C00000}{-\frac{n}{2^{n+1}}\left(H_n+\frac2n\right)}\\
&\sim1+\sum_{i=0}^\infty2^{-i}\frac12\left(\frac{i}{n}+\frac{i^2}{n^2}+\frac{i^3}{n^3}+\dots\right)\\
&\sim1+\frac1n+\frac3{n^2}+\frac{13}{n^3}+\frac{75}{n^4}+\dots
\end{align}
$$
The red term decays exponentially, so it can essentially be ignored.