Clearly $n$ should be even, because $\sin(-i)=-\sin i$ is purely imaginary.
If $n$ is a multiple of $4$, we have
$$
\cos^ni+\sin^ni=
\frac{(1+e^2)^n}{2^ne^n}+\frac{(1-e^2)^n}{2^ne^n}
$$
If this is an integer $N$, then we get
$$
(1+e^2)^n+(1-e^2)^n=2^ne^nN
$$
which is impossible, because we'd obtain a polynomial of degree $2n$ with integer coefficients having $e$ as root.
So the only possibility is to have $n\equiv 2\pmod{4}$, when the equality would be
$$
\frac{(1+e^2)^n}{2^ne^n}-\frac{(1-e^2)^n}{2^ne^n}=N
$$
With the binomial theorem,
$$
\sum_{k=0}^n\binom{n}{k}e^{2k}-
\sum_{k=0}^n\binom{n}{k}(-1)^ke^{2k}=2^nNe^n
$$
so
$$
2\sum_{\substack{0\le k\le n\\k\text{ odd}}}\binom{n}{k}e^{2k}=2^nNe^n
$$
If $n>2$, this would again give a polynomial with integer coefficients having $e$ as root.
So the only case is indeed $n=2$.