Proof
The roots of $x^n - a$ are $\sqrt[n]{a}, \omega \sqrt[n]{a}, \ldots, \omega^{n-1} \sqrt[n]{a}\text{,}$ where $\omega$ is a primitive $n$th root of unity. Suppose that $F$ contains all of its $n$th roots of unity. If $\zeta$ is one of the roots of $x^n - a\text{,}$ then distinct roots of $x^n - a$ are $\zeta, \omega \zeta, \ldots, \omega^{n - 1} \zeta\text{,}$ and $E = F(\zeta)\text{.}$ Since $G(E/F)$ permutes the roots $x^n - a\text{,}$ the elements in $G(E/F)$ must be determined by their action on these roots. Let $\sigma$ and $\tau$ be in $G(E/F)$ and suppose that $\sigma( \zeta ) = \omega^i \zeta$ and $\tau( \zeta ) = \omega^j \zeta\text{.}$ If $F$ contains the roots of unity, then
\begin{equation*}
\sigma \tau( \zeta ) = \sigma( \omega^j \zeta) = \omega^j \sigma( \zeta ) = \omega^{i+j} \zeta = \omega^i \tau( \zeta ) = \tau( \omega^i \zeta ) = \tau \sigma( \zeta ).
\end{equation*}
Therefore, $\sigma \tau = \tau \sigma$ and $G(E/F)$ is abelian, and $G(E/F)$ must be solvable.
Now suppose that $F$ does not contain a primitive $n$th root of unity. Let $\omega$ be a generator of the cyclic group of the $n$th roots of unity. Let $\alpha$ be a zero of $x^n - a\text{.}$ Since $\alpha$ and $\omega \alpha$ are both in the splitting field of $x^n - a\text{,}$ $\omega = (\omega \alpha)/ \alpha$ is also in $E\text{.}$ Let $K = F( \omega)\text{.}$ Then $F \subset K \subset E\text{.}$ Since $K$ is the splitting field of $x^n - 1\text{,}$ $K$ is a normal extension of $F\text{.}$ Therefore, any automorphism $\sigma$ in $G(F( \omega)/ F)$ is determined by $\sigma( \omega)\text{.}$ It must be the case that $\sigma( \omega ) = \omega^i$ for some integer $i$ since all of the zeros of $x^n - 1$ are powers of $\omega\text{.}$ If $\tau( \omega ) = \omega^j$ is in $G(F(\omega)/F)\text{,}$ then
\begin{equation*}
\sigma \tau( \omega ) = \sigma( \omega^j ) = [ \sigma( \omega )]^j = \omega^{ij} = [\tau( \omega ) ]^i = \tau( \omega^i ) = \tau \sigma( \omega ).
\end{equation*}
Therefore, $G(F( \omega ) / F)$ is abelian. By the Fundamental Theorem of Galois Theory the series
\begin{equation*}
\{ \identity \} \subset G(E/ F(\omega)) \subset G(E/F)
\end{equation*}
is a normal series. By our previous argument, $G(E/F(\omega))$ is abelian. Since
\begin{equation*}
G(E/F) /G(E/F( \omega)) \cong G(F(\omega)/F)
\end{equation*}
is also abelian, $G(E/F)$ is solvable.