As in, a function $f$ such that $f(u + v) = f(u) + f(v)$ for all $u,v \in \mathbb{R}^n$ but it doesn't hold that $f(tu) = tf(u)$ for all real $t$?
I know for rational $t$ it works, and if we had continuity of $f$ it would be done. I vaguely remember seeing a construction using the Choice Axiom of a weird function that involved linearity somehow, but I can't seem to find the link. (and I'm not even sure if it'll help with this problem, but maybe someone will know what I'm talking about)