The hydrogen molecule and its various ions fall into the $D_{\infty\mathrm{h}}$ point group.
For an integral to be non-zero, the product of its components must contain the totally symmetric irreducible representation (irrep) under said point group, which here is $\mathrm{A_{1g}}$. $s$-orbitals are perfectly spherical, so they always transform as the totally symmetric irrep. $p_x$ and $p_y$ both transform as $\mathrm{E_{1u}}$, and $p_z$ transforms as $\mathrm{A_{1u}}$. The non-relativistic molecular Hamiltonian is invariant to all these symmetry operations, so it too transforms as $\mathrm{A_{1g}}$.
To determine the final product, refer to a direct product table. The product of any irrep with itself will always give the totally symmetric irrep. So, for example, if your $\{\chi\}$ are both $p_x$ orbitals, the integral will not vanish due to symmetry arguments. In general, if your $\{\chi\}$ are different, because the product of different irreps never contains the fully symmetric irrep, those integrals will be zero.
However, due to $p_x$ and $p_y$ transforming identically, matrix elements between them don't necessarily vanish. In the matrix representation of the Hamiltonian in the atomic orbital basis, these rules will lead to a diagonal matrix, except for a block corresponding to $p_x$ and $p_y$.