Can you tell what your proposed solution represents? I think it's far more interesting (and important) for you to be able to look at the integral, and be able tell what it means.
If you think of $x^2$ in terms of the area of a square of sides $x$, then your proposed integral calculates the volume of a solid that consists of two identical square-base pyramids (like an Egyptian pyramid) placed tip-against-tip, fashioning an hourglass-looking solid (but with flat sides). The tips of both pyramids meet at the origin and each pyramid is $r$-units high. Do you see why that is the case?
The volume also happens to be the same as that of an irregular octahedron of edge $r$ that measures $2r$ vertex-to-vertex. It's trivial to go from square hourglass to the octahedron by grabbing one of the pyramids and flipping it over, so they meet at the base instead of the vertexes. Note that this is a "pointy" octahedron, not a regular (platonic) one because the faces of the pyramids don't come out to be regular triangles (here's how I convinced myself of that: the section of the pyramids is a triangle of base $r$ and height $r$. That's "taller" than a regular triangle; the faces of the pyramids are like taking one of these sections and stretching it outward by pulling the base, so they are necessarily even "taller" than a regular triangle).
But $x^2$ doesn't have to be the area of a square (in fact, it doesn't have to be an area at all; we just like geometric interpretations because they are fun).
Among other things, $x^2$ can be the area of a circle of radius $x\over\sqrt{\pi}$ (do you see why?). In that interpretation, your integral calculates the volume of a cone (again, in the shape of an hourglass). The volume of a cone is indeed $1\over 3$ of the volume of its enclosing cylinder, which in this case would have a base of $r^2$ (the largest of the circles) and height $2r$ (one $r$ for each half of the "hourglass"). That is, ${1\over3} \times (r^2 \times 2r) = {2\over 3} r^3$.
What's so special about the circle and square interpretation of the formula? Absolutely nothing! Even after deciding that we are looking only at geometric interpretations of the integral, the integral makes no statement about the shape of the figure whose area the integrand calculates. As long as the area equals to the square of its height from the horizontal plane, the figure can be shaped like a circle, a square, or a flattened pretzel, and the volume of the extruded hourglass-looking volume will always be the same.
Playing with these geometric interpretations is a great way to become comfortable with integrals, and should teach you over time a sense for when "something looks wrong".