Here's a sketch of a proof of a much more general result. For simplicity I'll consider only the 3-variable case, but clearly a similar result holds for any number of variables.
Let $\nabla$ be the operator on formal power series in $x$, $y$, and $z$ defined
by
$$\nabla\biggl(\sum_{i,j,k}a_{i,j,k}x^iy^jz^k\biggr) = \sum_i a_{i,i,i}x^i.$$
Then
$$f(x) = \nabla\left(\log\frac{1}{1-x-y-z}\right).$$
We have the following result.
Theorem. Let $U(x,y,z)$ be a formal power series with constant term 1 and integer coefficients. Then $\exp(\nabla(\log U(x,y,z)))$ has integer coefficients.
To prove this we first prove a lemma.
Lemma. Let $U(x,y,z)$ be a formal power series with constant term 1 and integer coefficients. Then $U(x,y,z)$ can be expressed as an infinite product
$$\prod_{i,j,k}(1+x^iy^jz^k)^{b_{i,j,k}},$$
where the $b_{i,j,k}$ are integers and the product is over all triples $(i,j,k)$ of nonnegative integers, not all zero.
Proof of the lemma (sketch). Equating coefficients of powers of the variables in
$U(x,y,z) = \prod_{i,j,k}(1+x^iy^jz^k)^{b_{i,j,k}}$ gives a recurrence for the $b_{i,j,k}$ that shows that they are integers.
Proof of the theorem (sketch).
Let $$U(x,y,z) = \prod_{i,j,k}(1+x^iy^jz^k)^{b_{i,j,k}}.$$ Then
$$\nabla \log U(x,y,z) = \sum_{i=1}^\infty \log (1+x^i)^{b_{i,i,i}},$$
so
$$
\exp(\nabla(\log U(x,y,z))) = \prod_{i=1}^\infty (1+x^i)^{b_{i,i,i}},
$$
which has integer coefficients.
Instead of powers of $1+x^iy^jz^k$, we could use powers of $1/(1-x^iy^jz^k)$. In fact, if
define $c_i$ by
$$e^{f(x)}=\prod_{i=1}^\infty (1-x^i)^{-c_i},$$
then $c_i$ is the number of Lyndon words with $3n$ beads of 3 colors, $n$ beads of each color (OEIS sequence A074655.) This gives, in principle, a combinatorial interpretation to the coefficients of $e^f$, though perhaps not a very natural one, and I don't see how it gives a combinatorial interpretation to the coefficients of $1-e^{-f}$.