I randomly decided to derive the volume of a sphere.
The area of a circle is $\pi r^2$.
So the volume, I thought, should be $\int \pi r^2 dr = \frac{\pi r^3}{3} $, summing up the area of many discs.
Shouldn't there be a $4$ in there? Why isn't there?
The method you tried to apply actually works like this: $$ V = \int_{-r}^r \pi y^2\ dx\qquad (1) $$ where $x^2+y^2=r^2$. Plugging the Pythagorean identity in $(1)$ gives $$ V = \int_{-r}^r \pi (r^2-x^2)\ dx = \pi\left[r^2x-\frac{x^3}{3}\right]_{x=-r}^r=\frac{4}{3}\pi r^3 $$ For more details see this derivation.