Write $f(n) = \sqrt[n]{a_1} + \sqrt[n]{a_2} + \sqrt[n]{a_3}$ (there is nothing special about the number $3$ here and it could be replaced by any other positive integer in the following argument). Here is the idea: suppose we had something like $a_1 = 1, a_2 = 2, a_3 = 3$, so we wanted $1 + \sqrt[n]{2} + \sqrt[n]{3}$ to be an integer for all $n \ge 1$. Then it's not hard to see that as $n \to \infty$ all three terms approach a limit of $1$, which means the sum approaches a limit of $3$. But for a large finite value of $n$ it will be slightly larger than $3$, and in particular strictly between $3$ and $4$, and so can't be an integer. This argument generalizes to the case that $a_i \ge 1$ for $i = 1, 2, 3$; we'll always have $f(n) \ge 3$ and for large $n$ it will be slightly larger than $3$ unless $a_1 = a_2 = a_3 = 1$.
But in general we could have, for example, $a_1 <1 , a_2 = 1, a_3 > 1$, in which case it's less clear what happens and we need to do a bit more work. The key technical input is the observation that for large $n$ and fixed $a$ we have an asymptotic expansion
$$\sqrt[n]{a} = \exp \left( \frac{\ln a}{n} \right) = \sum_{k \ge 0} \frac{(\ln a)^k}{k! \, n^k}$$
in powers of $\frac{1}{n}$. This means $f(n)$ has an asymptotic expansion
$$\begin{eqnarray*} f(n) &=& \sum_{i=1}^3 \left( \sum_{k \ge 0} \frac{(\ln a_i)^k}{k! \, n^k} \right) \\
&=& \sum_{k \ge 0} \left( \frac{\sum_{i=1}^3 (\ln a_i)^k}{k! \, n^k} \right). \\ \end{eqnarray*}$$
It follows that in order for $f(n)$ to be an integer for large $n$ it must be exactly equal to $3$ (the constant $k = 0$ term of the above asymptotic expansion), which requires that every term after the constant term in this asymptotic expansion vanishes, meaning that $\sum_{i=1}^3 (\ln a_i)^k =0$ for all $k \ge 1$. But the logarithms $\ln a_i$ are real, so already for $k = 2$ the condition that $\sum_{i=1}^3 (\ln a_i)^2 = 0$ implies that $\ln a_i = 0$ for all $i$, as desired.
So already the quadratic term of the asymptotic expansion can't vanish unless $a_1 = a_2 = a_3 = 1$. However, it is possible for the linear term to vanish, since the coefficient of this term is $\ln a_1 + \ln a_2 + \ln a_3 = \ln a_1 a_2 a_3$ which vanishes if, for example, $a_1 = \frac{1}{2}, a_2 = 1, a_3 = 2$.