$ F = \mathbb F_p $, $ E = \mathbb F_p(T) $ is a counterexample.
Edit: It appears that the OP made a mistake when asking the question, and they wanted to specify that $ E $ is actually generated over $ F $ by the $ p^r $-th roots of the elements of $ F $. In this case, the claim is indeed true: the map $ x \to x^p $ is surjective, because given any $ y \in E $, we may write
$$ c_1 z_1 + c_2 z_2 + \ldots + c_n z_n $$
with $ c_i \in F $ and $ z_i \in E $, such that each $ z_i $ is a $ p^{r_i} $-th root of an element of $ F $. Then,
$$ (c_1^{1/p} z_1^{1/p} + c_2^{1/p} z_2^{1/p} + \ldots + c_n^{1/p} z_n^{1/p})^p = c_1 z_1 + c_2 z_2 + \ldots + c_n z_n $$
and the base of the exponentiation on the LHS lies in $ E $, as
$$ (c_i^{1/p} z_i^{1/p})^{p^{r_i + 1}} = (c_i z_i)^{p^{r_i}} \in F $$