Jesus gives no indication that the Father has no form. He is saying here that He does indeed have a form. He teaches that He has a voice and shape.
The word "form" here is from the Greek eidos, which means, "form, shape, appearance, fashion." It is used in a context indicating what can be seen with the eye. That is what Jesus says, "You have not seen His form"—that is, with the eyes. He does not mean something visualized in the mind.
Luke 3:22 says, "And the Holy Spirit descended in bodily form." Those who were there saw it with their eyes, and it had shape to it. Likewise, the Father has shape that is visible to the eyes and a voice that is audible to the ears.
John W. Ritenbaugh
Image and Likeness of God (Part 1)
Other Forerunner Commentary entries containing John 5:37:
1 Corinthians 10:4