(Brief explanation of how the triple integral is written out: For the outer-most integral we slice along the \(z\) direction, since this will yield a disk for each fixed value of \(z\), for which we can apply polar coordinates and make the most out of symmetry. Thus the \(\int_0^{\frac{3}{2}R}\cdots dz\). For each fixed value of \(z\), the disk is of radius \(\frac{2}{3}z\) as seen from the right figure, which is the trace of the cone in the \(\left(y,z\right)\)-plane, showing that \(y=\frac{2}{3}z\) for any fixed value of \(z\). The double integral inside is the double integral over a disk in the \(\left(x,y\right)\)-plane with radius \(\frac{2}{3}z\); if one prefers, it can be cast into polar coordinates as \(\int_0^{2\pi}\!\!\int_0^{\frac{2}{3}z}\delta\left(x,y,z\right)\,rdr\,d\theta\).)
By symmetry,
\begin{align*}
\int_0^{\frac{3}{2}R}\!\!\!\int_{-\frac{2}{3}z}^{\frac{2}{3}z}\!\!\int_{-\sqrt{\frac{4}{9}z^2-x^2}}^{\sqrt{\frac{4}{9}z^2-x^2}}\left(1+\frac{2\left|y\right|}{R^2}\right)\,dy\,dx\,dz &= 2\int_0^{\frac{3}{2}R}\!\!\!\int_{-\frac{2}{3}z}^{\frac{2}{3}z}\!\!\int_{0}^{\sqrt{\frac{4}{9}z^2-x^2}}\left(1+\frac{2\left|y\right|}{R^2}\right)\,dy\,dx\,dz\\
&= 2\int_0^{\frac{3}{2}R}\!\!\!\int_{-\frac{2}{3}z}^{\frac{2}{3}z}\!\!\int_{0}^{\sqrt{\frac{4}{9}z^2-x^2}}\left(1+\frac{2y}{R^2}\right)\,dy\,dx\,dz.\\
&\quad \textrm{(getting rid of the absolute value around $y$)}
\end{align*}