$n=2$: I'll use $t$ for $\theta.$ Let's first take $r=1, t\in [-\pi/4, \pi/4].$ Recall that $\cos 2t = 2\cos^2t - 1.$ So the set of points traced out by $f$ from this subdomain has the form $(\cos t, 2\cos^2t-1), t\in [-\pi/4, \pi/4].$ This is exactly the set $(x,2x^2 -1): x\in [-1/\sqrt 2, 1/\sqrt 2],$ i.e., it's the graph of $y=2x^2-1$ over this interval.
If we look at $r=-1, t\in [-\pi/4, \pi/4],$ we will get the graph of $y=1-2x^2, x\in [-1/\sqrt 2, 1/\sqrt 2].$ In other words, we get the reflection of the first graph with respect to the $x$-axis.
The union of the above two graphs, let's call it $G,$ has the property that for every $a\in [0,2\pi],$ there exists $s(a) >0$ such that $s(a)e^{ia} \in G.$ Now $G\subset f(\mathbb R^2).$ Since $uf(\mathbb R^2)\subset f(\mathbb R^2)$ for any real $u,$ the line thru the origin determined by $e^{ia}$ is contained in $f(\mathbb R^2)$ for every $a\in [0,2\pi].$ Thus $f(\mathbb R^2)=\mathbb R^2.$
$n>2:$ Here $f$ is nonsurjective to say the least. Suppose $n=3.$ Let $$\gamma = \{(\cos t, \cos 2t, \cos 3t):t\in [0,2\pi]\}.$$ Then $f(\mathbb R^2) = \mathbb R\cdot \gamma.$ But $\gamma$ only contains one point in the $y-z$ plane, namely, $(0,-1,0).$ Thus the intersection of $\mathbb R\cdot \gamma $ with the $y-z$ plane is just the line $(0,y,0): y \in \mathbb R.$ The result for $n>3$ follows.
Another way to proceed for $n>2$ is through measure theory: If $f:\mathbb R^j\to \mathbb R^k$ is a smooth map and $j