You might be confusing a spanning set with a base. Being a base is stronger condition, base is linearly independent spanning set, while in general spanning sets need not be linearly independent. Row-echelon form will give you a base which doesn't need to coincide with given spanning set (and usually it won't).
By definition, $$\operatorname{span}_kS = \{\sum_{i=1}^n\alpha_iv_i\mid n\in\mathbb N, \alpha_i \in k, v_i\in S, i = 1,\ldots, n\}$$
and we need to prove that $$\operatorname{span}_{\mathbb R}\{(1,3,3),(0,0,1),(1,3,1)\} = \{(x,y,z)\in\mathbb R^3\mid y = 3x\}.$$
To prove one inclusion, we need to prove that $$\alpha(1,3,3)+\beta(0,0,1)+\gamma(1,3,1) \in \{(x,y,z)\in\mathbb R^3\mid y = 3x\},\ \forall \alpha,\beta,\gamma \in\mathbb R,$$ but, since the set on RHS is a subspace, it is enough to prove that $$(1,3,3),(0,0,1),(1,3,1) \in \{(x,y,z)\in\mathbb R^3\mid y = 3x\}$$ and all linear combinations will be automatically contained in the subspace. These vectors are obviously all vectors in $\mathbb R^3$ and satisfy equation $y = 3x$, so we have:
$$\operatorname{span}_{\mathbb R}\{(1,3,3),(0,0,1),(1,3,1)\} \subseteq \{(x,y,z)\in\mathbb R^3\mid y = 3x\}.$$
To prove the other inclusion, we need to prove that any vector $(x,y,z)\in\mathbb R^3$ such that $y = 3x$ can be written as linear combination of $(1,3,3),(0,0,1),(1,3,1)$, i.e. we need to find scalars $\alpha,\beta,\gamma\in\mathbb R$ such that
$$(x,3x,z) = \alpha(1,3,3)+\beta(0,0,1)+\gamma(1,3,1)$$
or, equivalently, solve linear system
$$\left(\begin{array}{c c c | c}
1 & 0 & 1 & x\\
3 & 0 & 3 & 3x\\
3 & 1 & 1 & z
\end{array}\right).$$
Now, all solutions are given by $(x,z-3x,0)+t(-1,2,1),\ t\in\mathbb R,$ but we only need one, for example by letting $t = 0$, we can see that $$(x,3x,z) = x(1,3,3)+(z-3x)(0,0,1)+0(1,3,1).$$ This proves that $$\{(x,y,z)\in\mathbb R^3\mid y = 3x\}\subseteq \operatorname{span}_{\mathbb R}\{(1,3,3),(0,0,1),(1,3,1)\}.$$