Well after a long time I managed to come up with a formula for $I_{n}$
$I_{n} = \int_{0}^{\frac{\pi}{2}}\frac{1- \sin^{2n+1}u}{1-\sin^{2}u}du$
$I_{n} = -\int_{0}^{\frac{\pi}{2}}\frac{(\sin u-1)(\sin ^{2n}u + \sin ^{2n-1}u +... +\sin u + 1)}{(1-\sin u)(1+\sin u)}du$
$I_{n} = \int_{0}^{\frac{\pi}{2}}\frac{(\sin u + 1)(\sin^{2n-1}u + \sin^{2n-3}u +...\sin u + 1)}{\sin u +1}du$
$I_{n} = \int_{0}^{\frac{\pi}{2}} \sin^{2n-1}u + ... + \sin u du +\int_{0}^{\frac{\pi}{2}}\frac{1}{\sin u + 1} du$
We can calculate $\int_{0}^{\frac{\pi}{2}}\frac{1}{\sin u + 1} du = 1$
Then $I_{n} = \int_{0}^{\frac{\pi}{2}} \sin^{2n-1}u + ... + \sin u du +1$
Consider $J_{n} = \int_{0}^{\frac{\pi}{2}} \sin^{2n+1}u du$
We can use reduction formula to derive that $J_{n} = \frac{2^{2n+1}n!(n+1)!}{(2n+2)!}$
Then $I_{n} = \sum_{i =0}^{n-1} \frac{2^{2i+1}i!(i+1)!}{(2i+2)!} + 1$
Not sure how useful it is, but I'm pretty sure it's correct