Expanding on the comment by @user127776, the key reference is Palais, "Lusternik-Schnirelman Theory on Banach Manifolds", Topology 5 (1966), 
where it is proved that if $X$ can be covered by $n$ contractible closed sets, then the cup-length of $X$ is strictly less than $n$.

(Here the cup-length is the largest $n$ such that for some field $F$ and some elements $c_1,\ldots,c_n$ in $H^*(X,F)$, we have $c_1\cup\ldots\cup c_n\neq 0$.)


This rules out covering ${\mathbb RP}^n$ with $n$ closed contractible sets, which should suffice here (after slightly shrinking the given $n$ copies of ${\mathbb R}^n$).

<b>Editing to add:</b>

More generally, suppose $X$ is a compact Hausdorff space covered by $n$ closed sets $X_1,\ldots, X_n$ with all $H^1(X_i,{\mathbb Z}/2{\mathbb Z})=0 $.  (Equivalently, any (real) line bundle on $X_i$ is trivial.)

<b>Theorem.</b> Any line bundle on $X$ can be generated by $n$ sections.

<b>Proof.</b> Let $\hat{X}= Spec(C(X,{\mathbb R}))$, so that $X$ imbeds in $\hat{X}$.  Note that:

1)  Because $X$ is normal, each $X_i$ is defined by the vanishing of a continuous function, so the $\hat{X}_i$ form a closed covering of $\hat{X}$. 

2)  By Swan's theorem, the map that takes a vector bundle over $\hat{X}$ to its pullback over $X$ is an equivalence of categories (and likewise with $X$ replaced by $X_i$).

Now because every line bundle on $X_i$ is trivial, so is every line bundle on $\hat{X}_i$.  

Because $\hat{X}$ is an affine scheme, a line bundle corresponds to a projective module, which in turn is the image of an idempotent matrix with entries in $C(X,{\mathbb R})$.  A little thought reveals that this matrix can be taken to be $n\times n$.  It follows that any line bundle on $\hat{X}$ is generated by $n$ sections.  Therefore (by the Swan correspondence) so is any line bundle on $X$, as advertised.

<b> Corollary.</b> For any $c\in H^1(X,{\mathbb Z}/2{\mathbb Z})$, the $n$-fold cup product $c^n\in H^n(X,{\mathbb Z}/2{\mathbb Z})$ is zero.

<b>Proof.</b>  $c$ is the first Stiefel-Whitney class of some line bundle $\xi$.  Let $\phi_\xi:X\rightarrow {\mathbb RP}^\infty$ be the classifying map of $\xi$.  The $n$ sections guaranteed by the theorem provide a factorization of $\phi_\xi$ through ${\mathbb RP}^{n-1}$.  But $H^n({\mathbb RP}^{n-1},{\mathbb Z}/2{\mathbb Z})=0$.