The problem with polar coordinates is that the basis induced by the 'polar grid' is 'local'. This means that what the $\hat{r}$ and $\hat{\theta}$ depends on what point you are in space. Let us contrast this with cartesian coordinates where the velocity can be written as:
$$ \vec{v} = v_x \hat{i} + v_y \hat{j}$$
On computing the acceleration:
$$ \frac{d}{dt} \vec{v} = \hat{i} \frac{d}{dt} v_x + v_x \frac{d}{dt} \hat{i} + \hat{j} \frac{d}{dt} v_y + v_y \frac{d}{dt} \hat{j}$$
Now the important thing here is that if you are not in a rotating frame then the derivative of basis is zero. It means that the $\hat{i}$ and $\hat{j}$ at one point is the same as that in the other point.
In the above, I summarized the issue. Now let's remedy the doubt with explicit calculations, we first find the derivative of polar basis and then move to figuring out what should be expression to find acceleration.
Now, let's compare this to the case of the radial basis vector $\hat{r}$, as I said before it's a function of $r$ and $\theta$. Upon differentiating with time, we get:
$$ \frac{d}{dt} \hat{r}(r,\theta) = \frac{\partial \hat{r} }{\partial r} \frac{dr}{d t} + \frac{ \partial \hat{r} }{\partial \theta} \frac{ d \theta}{dt}$$
Now, by some geometric calculations (I'll add a reference to this later), we find that:
$$ \frac{\partial\hat{r} }{\partial r} = 0$$
$$ \frac{ \partial \hat{\theta} }{\partial \theta} = \frac{1}{r}\hat{\theta}$$
Hence,
$$ \frac{d}{dt} \hat{r} = \frac{1}{r} \hat{\theta} \frac{d \theta}{dt}$$
Similarly, we can find:
$$ \frac{d}{dt} \hat{\theta} = - \left(\frac{d \theta}{dt} \right) \hat{r}$$
Due to this , we find that rate of change of the $\theta$ basis is controlled by the basis in the $\hat{r}$ direction and vice versa. Therefore simply taking the acceleration component in the radial direction and integrating will not give the radial velocity.
Special cases?
If $ \frac{d \theta}{dt}=0$, then sure the idea of $\frac{dv_r}{dt} = a_r$ is indeed correct.