When you integrate in spherical coordinates, the differential element isn't just $ \mathrm d\theta \,\mathrm d\phi $. No. It's $\sin\theta \,\mathrm d\theta \,\mathrm d\phi$, where $\theta$ is the inclination angle and $\phi$ is the azimuthal angle.
For example, attempting to integrate the unit sphere without the $\sin\theta$ term:
$$ \int_0^{2\pi}\int_0^{\pi} \mathrm d\theta \,\mathrm d\phi = 2 \pi^2. $$
With the $\sin\theta$ term you get
$$ \int_0^{2\pi}\int_0^{\pi} \sin\theta \,\mathrm d\theta \,\mathrm d\phi = 4 \pi. $$
But I'm puzzled why you need to multiply the differential solid angle by $\sin\theta$. It would seem it's because the chunks at the north/south pole are "worth less" than the chunks at the equator. That kind of makes sense because they will be closer together.




You are right that higher chunks are worth less. This comes from the artifact of the horizontal radius getting smaller as you move toward either pole. Take the sphere at the origin and draw the radius going out horizontally on the x-y plane. Now move this radius upward along the z axis, keeping it parralel to the x-y plane. This is effectively in cylindrical coordinates now. Imagine we are now calculating the area of the sphere by adding up the horizontal circular slices as we go up Notice that if you do one revolution in phi, you want to be tracing out the edge of the sphere, and the higher up you are, the smaller the radius. Basic trig tells you that at height z, the radius is $r\sin(\theta)$, where $r$ is the usual radius of the sphere (it looks like you have $r=1$). Without the sin factor you would be instead calculating the surface area of the side of a cylinder.