Edit: This proof is incorrect, and the proposed answer is wrong. As pointed out by @TonyK in the comments, the computation of the gradient is wrong.
I will leave the answer here, nonetheless, since seeing an incorrect proof is often as instructive as seeing a correct one.
Hint: As it turns out, the "thickened" ellipsoid is indeed another ellipsoid. You can show with some effort that if the original ellipsoid is
$$\left(\frac xa\right)^2 + \left(\frac yb\right)^2+ \left(\frac zc\right)^2=1$$
then the externally ellipsoid externally thicked by $\epsilon$ has an outer surface
$$\left(\frac x{a+\epsilon}\right)^2 + \left(\frac y{b+\epsilon}\right)^2+ \left(\frac z{c+\epsilon}\right)^2=1$$
So, the volume computation for the new surface is essentially the same as the computation for the original surface, assuming you can do that. The two ellipsoids are not similar unless $a=b=c$.
Addendum: This is the computation I used. Originally, I just did it for an ellipse. But the computation is just as easy for an ellipsoid. So suppose we are given an ellipsoid $E$
$$\left(\frac xa\right)^2 + \left(\frac yb\right)^2+ \left(\frac zc\right)^2=1\tag{1}$$
and let us consider the ellipsoid $E'$
$$\left(\frac x{a+\epsilon}\right)^2 + \left(\frac y{b+\epsilon}\right)^2+ \left(\frac z{c+\epsilon}\right)^2=1\tag{2}$$
Consider the point $P(x_0,y_0,z_0)$ on $E$ (WLOG, we work in the first octant where all coordinates are positive) and form the point $$Q((1+\tfrac{\epsilon}a)x_0,(1+\tfrac{\epsilon}b)y_0,(1+\tfrac{\epsilon}c)z_0)$$
Claim 1: $P$ and $Q$ are $\epsilon$ units apart.
Proof: $$|Q-P|^2 = |((1+\tfrac{\epsilon}a)x_0,(1+\tfrac{\epsilon}b)y_0,(1+\tfrac{\epsilon}c)z_0)-(x_0,y_0,z_0)|^2$$
$$=|((\tfrac{\epsilon}a)x_0,(\tfrac{\epsilon}b)y_0,(\tfrac{\epsilon}c)z_0)|^2$$
$$=\epsilon^2|(\tfrac{x_0}a,\tfrac{y_0}b,\tfrac{z_0}c)|^2$$
$$=\epsilon^2((\tfrac{x_0}a)^2 + (\tfrac{y_0}b)^2 + (\tfrac{z_0}c))^2 = \epsilon^2$$
since $P$ lies on $E$. $\blacksquare$
Claim 2: Q lies on $E'$.
Proof: Write $Q$ as $$Q=((1+\tfrac{\epsilon}a)x_0,(1+\tfrac{\epsilon}b)y_0,(1+\tfrac{\epsilon}c)z_0)$$
$$= \left((a+\epsilon)\tfrac{x_0}a,(b+\epsilon)\tfrac{y_0}b,(c+\epsilon)\tfrac{z_0}c\right)$$
Then $Q$ satisfies equation $(2)$ because $P$ satisfies equation $(1)$ since by hypothesis $P$ lies on $E$. $\blacksquare$
Claim 3: $Q$ lies on the line normal to $E$ at $P$.
Proof: Regarding $(1)$ as $F(x,y,z)=1$, we may form the gradient vector
$\nabla F(x_0,y_0,z_0) = (2x_0/a,2y_0/b,2z_0/c)$ which is normal to $E$ at $(x_0,y_0,z_0)$. Thus an equation of the line normal to $E$ at $P$ is
$$(x,y,z) = (x_0,y_0,z_0) + t(\tfrac{x_0}a,\tfrac{y_0}b,\tfrac{z_0}c)$$
which may be written
$$(x,y,z) = \left( (1+\tfrac ta)x_0,(1+\tfrac tb)y_0,(1+\tfrac tc)z_0\right)$$
Taking $t=\epsilon$, we recover $Q$, so $Q$ lies on this line. $\blacksquare$
Claims 1, 2, and 3 together show that $E'$ is obtained by thickening $E$ by $\epsilon$ units. Each point on $E$ is moved outward by $\epsilon$ units along the normal at that point to form $E'$. This concludes our proof.