It's not clear what restrictions you put on the expressions, but if you for example consider polynomials over rationals, then it's not hard to show that is indeed impossible. The argument below uses Fermat's last theorem, but you can completely avoid it, see Mason's answer.
Assume for a contradiction that $k\geq 3$ and we have polynomials $f,g\in \mathbb{Q}[x]$ such that $f(n)^k-g(n)^k=n$ for all integers $n$ (then in fact it must hold for all complex numbers $x$). Choose any integer $a\neq 0$ and put $n=a^k$. Let $f(n)=\frac{p}{q}$, $g(n)=\frac{r}{s}$, $q,s\neq 0$ be the rational representations, we have
$$
\Bigl(\frac{p}{q}\Bigr)^k-\Bigl(\frac{r}{s}\Bigr)^k=a^k.
$$
Multiplying by $(qs)^k$ we get
$$
(ps)^k-(rq)^k=(aqs)^k.
$$
The terms are all integers and by Fermat's last theorem this is only possible if one them is $0$. Since $a,q,s \neq 0$, this means either $p=0$ or $r=0$, in other words $f(n)=0$ or $g(n)=0$. Since $a$ was chosen arbitrary, this means one of $f,g$ attains $0$ at infinitely many points, hence it must be the zero polynomial. Say $g(x)=0$, then we have $f(x)^k=x$, impossible by simple polynomial degrees comparison on both sides. Similarly if $f(x)=0$. Hence no such polynomials $f,g$ exist.
$$\tag*{$\square$}$$
Very similarly we can also resolve case where $f,g$ are polynomials in $n!$ (to cover one of your attempts). Indeed, let $f(n!)^k-g(n!)^k=n$ and the same argument as above implies one of $f,g$ is zero infinitely often (since $n!$ is increasing for $n>1$, $f$ or $g$ is actually zero on infinitely many distinct (important!) values), hence again we have the zero polynomial. Then $f(n!)^k=n$ or $-g(n!)^k=n$ for all $n$, which leads to contradiction (for example in the former $n=2$ implies $\sqrt[k]{2}$ is rational, impossible). You can think of generalizing the factorial away, but you need to make sure the function you replace it with takes infinitely many distinct values, otherwise the argument does not go through, I will leave that to you...
Without any such restrictions on $f,g$, you can construct counterexamples by letting $f(n)$ be arbitrary and then just put $g(n)=\sqrt[k]{f(n)^k-n}$, but that is not very interesting...