I got this problem and I've tried something: Suppose $\pi^{2n} + a\pi^n + b = \beta$, $\beta$ algebraic, then
$$\pi^{2n} + a\pi^n + b = \beta \Rightarrow \beta - b = \pi^n(\pi^n + a).$$
I can't proceed, because the product of two transcendental isn't necessarily transcendental. How can I proceed? Thank you!
Complete the square: $\beta - b + a^2/4 = \pi^{2n} + a\pi^n + a^2/4 = (\pi^n + a/2)^2.$ Thus, $\pi^n = \sqrt{\beta - b + a^2/4} - a/2$ and we have our desired contradiction.