I really enjoyed this problem! For simplicity, let $[a,b]$ be the set of integers $a\leq k\leq b.$
For each vector $v=(x_1,x_2,...,x_n)\in\mathbb{R}^n$ define $f(v):=x_1\cdot a_1+x_2\cdot a_2+...+x_n\cdot a_n.$ In what follows, we will only work in $\mathbb{F}_{m^n}.$
Begin by assuming that no non-zero vector $v\in[-(m-1),m-1]^n$ satisfies $f(v)=0.$ Let $u,v\in [0,m-1]^n$ be two distinct, non-zero vectors. If $f(v)=f(u)$ then, by the linearity of $f,$ we get that for $w=u-v\in [-(m-1),m-1]^n,$ $f(w)=0.$ This is a contradiction to our assumption. Therefore, $\{0\}\cup\{f(v): v\neq 0, \ v\in [0,m-1]^n\}$ is a complete residue set mod $m^n.$
However, since $f(0)=0$ we can more simply say that $\{f(v): v\in[0,m-1]^n\}$ is a complete residue set modulo $m^n.$ Thus \[\prod_{i=1}^n\frac{X^{a_i\cdot m}-1}{X^{a_i}-1}=\prod_{i=1}^n\big(X^{a_i\cdot 0}+X^{a_i\cdot 1}+...+X^{a_i\cdot (m-1)}\big)=\sum_{v\in [0,m-1]^n}X^{f(v)}=\sum_{i=0}^{m^n-1}X^i=\frac{X^{m^n}-1}{X-1}.\]By letting $X$ be the $m^n$th root of unity and using the fact that $m^{n-1}\nmid a_i,$ we get a contradiction.