TL;DR
It is possible to choose 32 bit right halves $R\neq R’$ for arbitrary 48 bit round key $K$
and obtain $S(E(R)\oplus K)=S(E(R’)\oplus K)$
proving the $F-$ function is never injective.
Explicit Demonstration: One can choose by hand unequal
$X$ and $X'$ so that the expansion map is respected and $S(X\oplus K)=S(X'\oplus K),$ Of course $X\oplus X'=(X \oplus K)\oplus (X'\oplus K),$ and thus this works for all Sboxes, giving a collision for the chosen right halves $(R,R')=(E^{-1}(X),E^{-1}(X'))$. The inputs are listed from $S_1$ to $S_8$:
$$
X=({\sf 3Ex|28x|06x|03x|31x|1Dx|17x|3Fx}),
$$
$$
X'=({\sf 01x|17x|33x|3Cx|0Ex|2Ex|2Ex|0Cx}),
$$
and
$$
X'\oplus X=({\sf 3Fx|3Fx|3Fx|3Fx|3Fx|33x|3Fx|33x}).
$$
Writing down the bits we get
$$
X=(111110|101000|001100|000011|110001|011101|010001|111111)
$$
and
$$
X'=(000001|010111|110011|111100|001110|101110|101110|001100).
$$
Regardless of the key $K$ all the inputs to all the Sboxes can be seen to respect the expansion map.
Detailed Answer:
Let us ignore $P$ (as the question points out it's irrelevant) and consider the equivalent map
$$\begin{align}
f_0:\{0,1\}^{32}\times\{0,1\}^{48}&\to\ \{0,1\}^{32}\\
(R,K)\ &\mapsto f_0(R,K)\underset{\mathsf{def}}=S(E(R)\oplus K)\end{align}$$
where $E$ is the expansion, and $S$ is the parallel application of the DES S-boxes.
Define $X:=E(R)$ and focus on $X$. We first show that for arbitrary $K$
$$\exists X\neq X’ \in{\{0,1\}^{48}}\text{ with }S(X\oplus K)=S(X’\oplus K).$$
We then show that the way we obtain $X$ and $X’$ is compatible with both of the following equations holding simultaneously
$$
X=E(R)\quad and \quad X’=E(R’)
$$
for some $R,R’\in \{0,1\}^{32}.$
Thus there are valid right halves $R,R’$ which can be used to demonstrate that $f$ is not injective for any key $K.$
As it is clear from image of the expansion map from Wikipedia here each Sbox shares two (input) bits of $R$ with the Sbox to its left and two bits of $R$ with the Sbox to its right while two bits in the middle are unshared.
Therefore $X=(X_1,\ldots,X_{48})$ is a valid expansion of $R=(R_1,\ldots,R_{32})$ if $X=E(R),$ i.e., the outer 2 bits input into each Sbox as a result of the expansion are shared between adjacent Sboxes. Thus, we have, e.g.
$$
\ldots,X_5=R_4,X_6=R_5,\quad\textrm{in Sbox 1}~(1a)
$$
$$
X_7=R_4,X_8=R_5,X_9=R_6,X_{10}=R_7,X_{11}=R_8,X_{12}=R_9,\quad\textrm{in Sbox 2}
~(1b)
$$
$$
X_{13}=R_8,X_{14}=R_9,\ldots \quad\textrm{in Sbox 3}~(1c)
$$
and so on.
Therefore it will be enough to prove, for arbitrary $K$, that two different vectors $X\neq X'$ obeying relations like $(1a)-(1c)$ above give the same output.
We refer to constraints as in $(1a)-(1c)$ as respecting the expansion $E.$
Consider the difference distribution tables for the DES Sboxes available at Eli Biham’s homepage here. Focus only on the output difference $\sf 0x$ i.e., $0000$ which is the first column. There is more than one combination to obtain this result, incidentally.
Focus only on the input differences $\sf 33x,37x,3Bx,3Fx$ which are input differences of the form $11\ast\ast11$ where $\ast$ means that bit of the input difference is arbitrary.
For some Sboxes, all these differences result in an output difference of all zeroes, for some only 2 or 3. But there is always one of these differences which can be chosen to get $\sf 0x$ as the output difference.
In particular, examining Biham’s tables makes it clear that we can choose the input difference $\sf 3Fx$ which is $111111$ for all Sboxes, except for $S_6$ and $S_8.$ For those Sboxes we can choose $\sf 33x$ which is $110011.$
Thus for any $K \in \{0,1\}^{48}$ there are two
$X,X’\in \{0,1\}^{48}$ with the difference
$$
X\oplus X’=
({\sf 3Fx|3Fx|3Fx|3Fx|3Fx|33x|3Fx|33x}),
$$
resulting in
$$S(X\oplus K)=S(X’\oplus K).
$$
Using the lists under the tables in Biham’s site allows explicit construction of $X,X’$
given $K$ since input output pairs yielding a given difference pair are also listed.
Most importantly since the input differences we have chosen have the general form $11\ast \ast11$ they respect the expansion map.
This is because the shared bits between two adjacent Sboxes can both be flipped to obtain $X’$ from $X$ which means that if $X=E(R)$ then $X’=E(R’)$ for some $R’$ where the outer 2 bits of the four bits destined for a given Sbox are both flipped. If we are using the input difference $\sf 3Fx$ the middle two bits are also flipped, otherwise (for Sboxes $S_6,S_8$) they are not flipped.
Thus we have proved that the DES $f$ function is not injective.
Remark: This is almost like a manifestation of the complementation property except it is an almost collision (instead of complementation) by complementation at the round level. “Almost” since 4 bits are not complemented.