Denote $$A = (0, +\infty) × (0, π)^{n - 2} × (-π, π),\\
B = \{(x_1, \cdots, x_n) \in \mathbb{R}^n \mid x_{n - 1} \leqslant 0,\ x_n = 0\}.$$
It will be proved that $\mathrm{im}({\mit Ψ}) = \mathbb{R}^n\setminus B$.
First, consider any $(x_1, \cdots, x_n) \in B$. Suppose there exists $(r, θ_1, \cdots, θ_{n - 1}) \in A$ such that $$(x_1, \cdots, x_n) = {\mit Ψ}(r, θ_1, \cdots, θ_{n - 1}).$$
Because $x_n = r \sin θ_1 \cdots \sin θ_{n - 2} \sin θ_{n - 1} = 0$ and$$
r > 0,\ θ_1, \cdots, θ_{n - 2} \in (0, π) \Longrightarrow r \sin θ_1 \cdots \sin θ_{n - 2} > 0,
$$
then $\sin θ_{n - 1} = 0$. Note that $θ_{n - 1} \in (-π, π)$, thus $θ_{n - 1} = 0$. Therefore,$$
0 \geqslant x_{n - 1} = r \sin θ_1 \cdots \sin θ_{n - 2} \cos θ_{n - 1} = r \sin θ_1 \cdots \sin θ_{n - 2} > 0,
$$
a contradiction. Thus $B \cap \mathrm{im}({\mit Ψ}) = \varnothing$.
Now consider any $(x_1, \cdots, x_n) \not\in B$. Take $r = \sqrt{\sum\limits_{k = 1}^n x_k^2}$ and $θ_1 = \arccos \dfrac{x_1}{r} \in (0, π)$.
Suppose $θ_j$ has been defined for $1 \leqslant j \leqslant k - 1$ as$$
θ_j = \arccos \frac{x_j}{r \sin θ_1 \cdots \sin θ_{j - 1}},
$$where $k \leqslant n - 2$. Because$$
\sin^2 θ_j = 1 - \frac{x_j^2}{r^2 \sin^2 θ_1 \cdots \sin^2 θ_{j - 1}}\\
\Longrightarrow r^2 \sin^2 θ_1 \cdots \sin^2 θ_{j - 1} - r^2 \sin^2 θ_1 \cdots \sin^2 θ_j = x_j^2, \quad 1 \leqslant j \leqslant k - 1
$$
then\begin{align*}
\sum_{j = 1}^{k - 1} x_j^2 &= \sum_{j = 1}^{k - 1} (r^2 \sin^2 θ_1 \cdots \sin^2 θ_{j - 1} - r^2 \sin^2 θ_1 \cdots \sin^2 θ_j)\\
&= r^2 - r^2 \sin^2 θ_1 \cdots \sin^2 θ_{k - 1}, \tag{1}
\end{align*}
which implies$$
r^2 \sin^2 θ_1 \cdots \sin^2 θ_{k - 1} = r^2 - \sum_{j = 1}^{k - 1} x_j^2 = \sum_{j = k}^n x_j^2 > x_k^2, \tag{2}
$$
where the last inequality uses the fact that$$
(x_1, \cdots, x_n) \not\in B \Longrightarrow x_{n - 1} \neq 0 \text{ or } x_n \neq 0.
$$
Now take$$
θ_k = \arccos \frac{x_k}{r \sin θ_1 \cdots \sin θ_{k - 1}} \in (0, π).
$$
At last, suppose $θ_1, \cdots, θ_{n - 2}$ have been defined as$$
θ_k = \arccos \frac{x_k}{r \sin θ_1 \cdots \sin θ_{k - 1}}. \quad 1 \leqslant k \leqslant n - 2
$$
Case 1: $x_n = 0$. Take $θ_{n - 1} = 0 \in (-π, π)$, then$$
r \sin θ_1 \cdots \sin θ_{n - 1} = 0 = x_n.
$$
Analogous to (1), there is$$
\sum_{k = 1}^{n - 2} x_k^2 = r^2 - r^2 \sin^2 θ_1 \cdots \sin^2 θ_{n - 2}.
$$
Note that $(x_1, \cdots, x_n) \not\in B$, then $x_{n - 1} > 0$. Since $x_n = 0$, then$$
r \sin θ_1 \cdots \sin θ_{n - 2} = \sqrt{r^2 - \sum_{k = 1}^{n - 2} x_k^2} = \sqrt{x_{n - 1}^2 + x_n^2} = x_{n - 1}.
$$
Therefore$$
{\mit Ψ}(r, θ_1, \cdots, θ_{n - 1}) = (x_1, \cdots, x_n) \Longrightarrow (x_1, \cdots, x_n) \in \mathrm{im}({\mit Ψ}).
$$
Case 2: $x_n > 0$. Analogous to (2), there is$$
r^2 \sin^2 θ_1 \cdots \sin^2 θ_{n - 2} = x_{n - 1}^2 + x_n^2 > x_{n - 1}^2.
$$
Take$$
θ_{n - 1} = \arccos \frac{x_{n - 1}}{r \sin θ_1 \cdots \sin θ_{n - 2}} \in (0, π).
$$
Again analogous to (1), there is$$
\sum_{k = 1}^{n - 1} x_k^2 = r^2 - r^2 \sin^2 θ_1 \cdots \sin^2 θ_{n - 1}.
$$
Note that $x_n > 0$, thus$$
r \sin θ_1 \cdots \sin θ_{n - 1} =\sqrt{r^2 - \sum_{k = 1}^{n - 1} x_k^2} = x_n.
$$
Therefore$$
{\mit Ψ}(r, θ_1, \cdots, θ_{n - 1}) = (x_1, \cdots, x_n) \Longrightarrow (x_1, \cdots, x_n) \in \mathrm{im}({\mit Ψ}).
$$
Case 3: $x_n < 0$. The proof for this case is the same as that for Case 2 except for changing $$θ_{n - 1} = \arccos \frac{x_{n - 1}}{r \sin θ_1 \cdots \sin θ_{n - 2}} \in (0, π)$$
to$$
θ_{n - 1} = -\arccos \frac{x_{n - 1}}{r \sin θ_1 \cdots \sin θ_{n - 2}} \in (-π, 0).
$$
Therefore, $\mathrm{im}({\mit Ψ}) = \mathbb{R}^n \setminus B$.