Probability density function while using spherical coordinates
Normally $sin(\theta)$ isn't written as part of the pdf, because it's an artifact from using double integral for spherical integration. The double integral does the integration over a rectangular domain (in you case of size $2\pi$ x $\pi/2$), while you want integration over a sphere/hemisphere, so $sin(\theta)$ is added there as a weight function to transform rectangular to spherical integration.

A common notation is to use integration over solid angle with single integral and differential solid angle $d\omega$ denoting 2D integration over sphere, and you won't see the $sin(\theta)$ term in there.

To clarify, the notation with single integral has constant infinitesimally small solid angle $d\omega$ over the sphere. However, for the double integral over $\theta$ and $\phi$ the solid angle isn't constant (think of sphere tessellation) but a function of $sin(\theta)$. In case of Monte Carlo integration and even distribution of samples over the hemisphere, each sample represents solid angle of $2\pi/N$ steradians and there's no $sin(\theta)$ solid angle weighting required.