It is interesting that it won't show steps for the definite integral, but if you ask free form for a definite integral it works just fine.
Solve with steps the integral of x*(2*a^2)*arccos(x/(2*a))-(x^2/2)*sqrt(4a^2-x^2) over x
That doesn't answer your question, but at least you can see the step by step solution before you plug in the limits.