If we take some ring around the sphere such that $\theta=const$, we can see that such a ring transforms into a line on the polar space.
Converting every possible ring to the polar space gives the desired surface. However this would involve computing many different values to get an approximation or doing some algebra, which we don't want. (I'm assuming you want to keep mathematical notation to a minimum here). However we can get a pretty close idea by figuring out just a few easy to compute values.
Now. If we grab the ring that goes around the center of the sphere and transform that one, it is clear that it ends up as a line with $\theta=45^o$ and $r=\sqrt{2}R$ (that is because its vertical distance from the origin equals its horizontal distance at every point).
There are two more rings that are useful to us here: the two very small rings around the poles of the sphere.
The ring around the bottom pole transforms into a line with $\theta=90^o$ and $r=0$.
The ring around the top pole transforms into a line with $\theta=0^o$ and $r=2R$.
We now have three lines through which we can fit our surface. You can do this with pen and paper. I'm not quite sure of what kind of curve you end up with (I haven't done the algebra haha) but my guess would be some kind of sideways parabola.
EDIT: I did the math, $r=2R\cos(\theta)$
NOTE: I measure my $\theta$ as the angle between some line crossing the origin and the Z axis