I have an interesting observation, what appears to be an apparant contradiction.
We calculate volume of sphere, we get it as $$\int_{-R}^R \pi (\sqrt{R^2-y^2})^2 dy$$ because we see it as, circular cylinder with height dy.
We calculate surface area of sphere, we get it as $$\int_{-R}^R 2*\pi \sqrt{R^2-y^2} dy$$ because we see it as, circular cylinder outside with height dy.
First integral, well I guess it is right. $\frac{4}{3} \pi R^3$. No problem there. But then, you look the second integral, you get, $\pi^2 R^2$! What is discrepancy here, and what is wrong.
It is a good observation, showing that one has to be very careful when dealing with integral approximations via Riemann sums. It is easy to do a mistake here. To better visualize what's going on, let's look at an example in $\mathbb{R}^2$ where the "volume" is area and the "surface area" is length, i.e. everything has one dimension less.
When we introduce a Riemann integral we take piecewise constant approximations of $f(x)$ and approximate the integral by the sum of all small rectangles. (In your case it is circular cylinders in the first integral). So the grey area on the picture is close to the area under the graph.
If we would like to calculate the graph lenght instead, we need another kind of approximations - by piecewise linear curve (the blue one on the second picture) - so that the red length is approximated by the sum of all blue lengths $\Delta L$.
If in the second case we mistakenly take a piece-wise constant approximation as in the first case (the horisontal green lengths $\Delta x$) then we get the sum of all such $\Delta x$ to be exactly the length of the interval $[a,b]$, which is the same for all curves, and, of course, has nothing to do with the red length at all.
Precisely the same thing happens in your second integral approximation of the surface area. You can visualize the volume and the surface area by rotating the area and the length in the example above.