The answer is indeed negative.
As a simple proof, fix $k$ and consider the numbers from $1$ to $(2k)^{2k}$. Any $a_i$ in the representation of a number in this range must be at most $2k$. Therefore, there are at most $(2k+1)^{k}$ numbers $n$ in this range which can be represented as a sum $n=a_1^{a_1}+\cdots+a_k^{a_k}$. But as for $k>1$, $4k^2>2k+1$, it follows that $(2k)^{2k} > (2k+1)^k$, and there exists a number with no such representation.