I was able to solve it by using this property of integrals:
$$\int_1^\infty f(x)dx=\sum_1^\infty\int_x^{x+1}f(k)dk$$
Applying it to the sum, I get:
$$p_n={1-2^{-n}\over2\log2}+g(\\{\lg n\\})$$
Where $g(\\{\lg n\\})$ is a non-constant function of the fractional part of $\lg n$, and therefore $g(2n)=g(n)$, so it is oscillating.
The full write-up is here:
Check solution for exercise 8.57