The range of the square root is defined to be non-negative. It can never go below $0$. In this case, we start with setting $y$ to be the value of some square root. Thus by definition $y$ cannot be negative.
When you square both sides, you lose that piece of information. So if we only had $y^2 = 9-x^2$ to work with, $y$ could be either positive or negative. Thus when you take the square root on both sides again, you correctly get $y = \pm\sqrt{9-x^2}$ (which is shorthand for "$y$ is either equal to $\sqrt{9-x^2}$, or to $-\sqrt{9-x^2}$").
What you have done here is to prove that if $y$ is equal to $\sqrt{9-x^2}$, then $y$ is equal either to $\sqrt{9-x^2}$ or to $-\sqrt{9-x^2}$. This should not be surprising.