This is a homework question. I have proved before that the sum of the terms on the left-hand-side are a subset of $O(n^3)$, but I have not proved that the two terms are not equal (or whether that was a strict subset, as the $\ne$ implies).
I'm not sure how to proceed or how to use my earlier proof or whether not to do so.
Edit: I have an idea of how to proceed, but I'm not sure how to be explicitly correct about it. I can pick a function of higher order than 3 (say, $n^4$) which would be in $\Theta(n^2)$, and say that that is $O(n^4)$. Therefore, $O(n^4) + O(n^3) \ne O(n^3)$.
Edit 2: None of the above edit is correct.
The two sets are, in fact, equal. You have already shown that $\Theta (n^2) + O(n^3) \subseteq O(n^3)$.
To see why $O(n^3) \subseteq \Theta (n^2) + O(n^3)$, choose any $f \in O(n^3)$. Then we know that there exist some constants $C,n_0$ such that for all $n \geq n_0$, we have: $$ f(n) \leq Cn^3 = (n^2) + (Cn^3 - n^2) $$
It should be easy to see that $n^2 \in \Theta(n^2)$ and $Cn^3 - n^2 \in O(n^3)$. Hence, we have $f \in \Theta (n^2) + O(n^3)$, as desired.