Interesting question, but your conjecture is not right (but almost!). The correct theorem is:
Is $\require{cancel} f \cancel{\equiv} 0$ a polynomial in $n$ variables and $(f)^k$ is symmetric, then
$f \text{ is }\begin{cases} \text{symmetric} & \text{for k odd} \\
\text{symmetric or antisymmetric} & \text{for k even} \end{cases}$
It is clear that for any antisymmetric polynomial $a$, then $a^{2l}$ is symmetric for $l \in \mathbb N$.
I won't post here tedious calculations in order to show the theorem, because I don't think this is the right place for it. Instead I'll provide a sketch of the proof and examples for convenience.
Lemma: Any polynomial $f$ can be represented as the sum of a symmetric $s$ and an antisymmetric $a$ part.
It is easy to prove this lemma. The symmetric part is $s=\frac{S(f)}{n!}$, where $S$ is the symmetrization operator. One has to show that $a = f - s$ is antisymmetric, which is true if and only if $S(a) = 0$, but this is a trivial task, since the $S$ operator is linear and $S(g) = n! \ g$ for any symmetric polynomial $g$ in $n$ variables.
The theorem is shown by expanding $(s+a)^k$ and setting to $0$ the antisymmetric part. For example:
$$(s+a)^2 = \underbrace{s^2}_{\text{symmetric}} + \underbrace{2sa}_{\text{antisymmetric}} + \underbrace{a^2}_{\text{symmetric}}$$
Thus $2sa = 0$, which directly implies that $f$ is either symmetric ($a=0$) or antisymmetric ($s=0$).
This analysis becomes harder for higher powers. For example, the antisymmetric part of $(s+a)^3$ and $(s+a)^4$ is $3 s^2 a + a^3 = a(3 s^2 + a^2)$ and $4 s^3 a + 4 s a^3 = 4 s a (s^2 + a^2)$ respectively. In general, from setting this part to $0$ follows that for odd/even exponents ($a=0$)/($a=0$ or $s=0$) is a sufficient condition. The challenge is to show that the remaining factor cannot be $0$, taking the examples above, that $3 s^2 + a^2 = 0$ and $s^2 + a^2 = 0$ have no solutions.
The antisymmetric part of $(s+a)^k$, as we saw, can be factored in two or three factors. One will be always $a$, for $k$ even there will be a factor $s$, and another factor that we will call $t$. Note that $t$ is a homogeneous polynomial of degree $m$, where $m$ is $k-1$ or $k-2$ for $k$ odd or even respectively. Note that $t$ is a sum of monomials, where one and only one of these is $c a^m$ and another one and only one is $d s^m$, with $c,d$ being constants. All other monomials will be "mixed" (i.e. $\propto s^j a ^{m-j}$). Considering $a(x_1;x_2,x_3,...)$ and $s(x_1;x_2,x_3,...)$ as polinomials in only the first variable, $x_1$, we can proof that for any root $r$ of $a$, we get $(s(r))^m=0$, and viceversa, so, in principle $s$ and $a$ have the same roots. Moreover, by substituting $a = a' \frac{a}{(x_1-r)^u}$, we can show that the roots have the same multiplicity in both $a$ and $s$ by using the same principle. Then $s=a$, thus $s=a=0$, which contradicts our initial assumption that $f$ is not $0$.
For example:
$$f^4 = (s+a)^5 = \underbrace{s^5}_{\text{sym}} + \underbrace{5 s^4 a}_{\text{asym}} + \underbrace{10 s^3 a^2}_{\text{sym}} + \underbrace{10 s^2 a^3}_{\text{asym}} + \underbrace{10 s a^4}_{\text{sym}} + \underbrace{a^5}_{\text{asym}}$$
$$\rightarrow 5 s^4 a + 10 s^2 a^3 + a^5 = a(5 s^4 + 10 s^2 a^2 + a^4) = 0$$
From $5 s^4 + 10 s^2 a^2 + a^4 = 0$ follows that $s=a$, a contradiction, thus we have $a=0$.