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I had actually solved this after attending Ross Program a few years ago. I had saved the proof. It was a beautiful proof using $p$-adic valuations. Here's how I proved it.
Suppose that $(a_n)$ is a sequence that satisfies the property of a GCD-Sequence. Fix a prime number $p.$ We define the sequence $(i^p_n)_{n\geq 1}$ as;
$$i^p_n=v_p(a_n)$$
for all $n\geq 1.$ The sequence $(i^p_n)$ is dependent on the prime number $p.$
Since $(a_n)_{n\geq 1}$ is a GCD-Sequence, for all $m,n\geq 1,$ we have;
$$\gcd(a_m,a_n)=a_{\gcd(m,n)}.$$
Now, consider the $p$-adic valuation of both the sides. The $p$-adic valuation of the left side is $v_p(\gcd(a_m,a_n))=\min(v_p(a_m),v_p(a_n)).$
But since $v_p(a_m)=i^p_m$ $\text{and }v_p(a_n)=i^p_n,$
we have that;
$$\min(v_p(a_m),v_p(a_n))=\min(i^p_m,i^p_n).$$
The $p$-adic valuation of the right side is $v_p(a_{\gcd(m,n)})=i^p_{\gcd(m,n)}.$
Since both the sides are equal, their $p$-adic valuations are also equal. Thus, for all $m,n\geq 1$, we have that;
$$i^p_{\gcd(m,n)}=\min(i^p_m,i^p_n).$$
We will call this property the GCD-Closure Property of the sequence $(i^p_n)_{n\geq 1}.$
Consider the set of all the integers in the sequence $(i^p_n).$ We can rearrange (and remove repetitions) of these integers to get a sequence $(j^p_n).$ The sequence contains $(j^p_n)$ has all the terms of the sequence $(i^p_n)$ such that;
$$0\leq j^p_1<j^p_2<\cdots$$
Now let $j^p_k$ be a term of $(j^p_n),$ where $k$ is a fixed positive integer. We define the set $S^p_k$ as the set of all positive integers $l$ such that $i^p_l=j^p_k.$ (Note that $S^p_k$ is dependent on both $k$ and $p$ which are fixed). This can be written as;
$$S^p_k=\{l\mid i^p_l=j^p_k\}.$$
Now, we will prove that the set $S^p_k$ is the set of all positive multiples of a minimal element. To see this, we will first show that the GCD of any two positive integers $s,t\in S^p_k$ is also a positive integer in $S^p_k.$
Since $s,t\in S^p_k,$ we can say that;
$$i^p_s=j^p_k$$
$$\text{and }i^p_t=j^p_k.$$
By the GCD-Closure Property, we can infer that;
\begin{align*}
i^p_{\gcd(s,t)}
&=\gcd(i^p_s,i^p_t)\\
&=\gcd(j^p_k,j^p_k)\\
&=j^p_k.
\end{align*}
Hence, we have that $i^p_{\gcd(s,t)}=j^p_k,$ so $\gcd(s,t)$ must also be an element of the set $S^p_k.$
This proves that the GCD of any two elements of $S^p_k$ in also in $S^p_k.$ Now let $m^p_k$ be the minimum element of $S^p_k,$ then for all $l\in S^p_k,$ we have $\gcd(m^p_k,l)\in S^p_k.$
But then $\gcd(m^p_k,l)\leq m^p_k$ and since $m^p_k$ is the least element of $S^p_k,$ we have that;
$$\gcd(m^p_k,l)=m^p_k$$
$$\implies m^p_k\mid l.$$
Hence, all the elements of $S^p_k$ are multiples of the minimum element $m^p_k.$ Now, we will no longer have $k$ fixed.
We have created another sequence $(m^p_k),$ we will now prove that this sequence satisfies $m^p_1\mid m^p_2\mid m^p_3\mid \cdots$.
Let $k<l$ be two positive integers. Then we have by the GCD-Closure Property that;
\begin{align*}
i^p_{\gcd(m^p_k,m^p_l)}
&=\min(i^p_{m^p_k},i^p_{m^p_l})\\
&=\min(j^p_k,j^p_l)\\
&=j^p_k.
\end{align*}
Hence, we have that $i^p_{\gcd(m^p_k,m^p_l)}=j^p_k.$ But then, we have that $\gcd(m^p_k,m^p_l)\in S^p_k,$ and thus;
\begin{align*}
m^p_k &\mid \gcd(m^p_k,m^p_l)\\
\implies m^p_k &\mid m^p_l.
\end{align*}
Hence, in the sequence $(m^p_k)$, each term divides each later term. Moreover, the sequence begins with $1,$ since it is obvious that $m^p_1=1.$
Now, we let $m$ be a positive integer. We know that $m^p_1=1,$ and $m^p_1\mid m.$ Hence, for any number $l\in \mathbb{Z}^+,$ there exists some largest term of the sequence $(m^p_n)$ which divides $m$.
Then we have $\gcd(m^p_k,m)=m^p_k,$ by the GCD-Closure Property, we have;
\begin{align*}
\min\left(i^p_{m^p_k},i^p_m\right)
&=i^p_{\gcd(m^p_k,m)}\\
&=i^p_{m^p_k}\\
&=j^p_k\\
\implies i^p_{m}&\geq j^p_k.
\end{align*}
On the other hand, we have $m^p_{k+1}\nmid m.$ Then, we have;
\begin{align*}
\gcd(m^p_{k+1},m)&\mid m^p_{k+1}\\
\text{and }\gcd(m^p_{k+1},m)&\neq m^p_{k+1}\\
\implies \gcd(m^p_{k+1},m)&<m^p_{k+1}.
\end{align*}
Now, applying the GCD-Closure Property again gives us;
\begin{align*}
\min\left(i^p_{m^p_{k+1}},i^p_{m}\right)
&=i^p_{\gcd(m^p_{k+1},m)}\\
&<j^p_{k+1}\\
\implies i^p_{m}&<j^p_{k+1}.
\end{align*}
All the values in the sequence $(i^p_k)$ are among $j^p_1,j^p_2,\dots,$ and $j^p_k\leq i^p_{m}<j^p_{k+1},$ so we have $i^p_m=j^p_k.$
Hence, if $k$ is the largest number such that $m^p_k$ divides $m,$ then we have $i^p_m=j^p_k.$
Now, we finally prove the statement. We recall that all of these sequences were defined on basis of the chosen prime $p.$ We will now ``unfix'' the prime $p$ which was fixed till now.
Let $n$ be fixed, then we define the term $b_n$ by defining all of its $p$-adic valuations for prime nubers $p.$
We define $v_p(b_n)$ as follows;
$$
v_p(b_n)=
\begin{cases}
j^p_1 & \text{if }n=1 \\
j^p_k-j^p_{k-1} & \text{if } n=m^p_k \text{ for } k\in \mathbb{Z} \\
0 & \text{if }n\notin (m^p_k) \\
\end{cases}
$$
This way, if $p$ is a prime number, then we consider the following expression;
\begin{align*}
v_p\left(\prod_{d\mid n}{b_d}\right)
&=\sum_{d\mid n}{v_p(b_d)}.
\end{align*}
Many terms of this sequence are $0$ if $b_d$ is not one of the terms in $m^p_1,m^p_2,\dots$ (note that this sequence depends on the prime $p$).
Hence, all the numbers $d$ that matter in the summation are the ones that are a term in the sequence $m^p_1,m^p_2,\dots$
So if $m^p_k$ is the largest number in the sequence that divides $n.$ Then, $d=m^p_1,m^p_2,\dots,m^p_k$ are the only values in the summation that matter. We have that;
\begin{align*}
v_p\left(\prod_{d\mid n}{b_d}\right)
&=\sum_{d\mid n}{v_p(b_d)}\\
&=\sum_{m^p_i\mid n}{v_p(b_{m^p_i})}\\
&=\sum^k_{i=1}{v_p(b_{m^p_i})}.
\end{align*}
We will simplify this last summation by noting that;
$$
v_p(b_n)=
\begin{cases}
j^p_1 & \text{if }n=1 \\
j^p_k-j^p_{k-1} & \text{if } n=m^p_k \text{ for } k\in \mathbb{Z} \\
0 & \text{if }n\notin (m^p_k) \\
\end{cases}
$$
This gives us;
\begin{align*}
v_p\left(\prod_{d\mid n}{b_d}\right)
&=\sum^k_{i=1}{v_p(b_{m^p_i})}\\
&=v_p(b_{m^p_1})+\sum^k_{i=2}{v_p(b_{m^p_i})}\\
&=j^p_1+\sum^k_{i=2}{j^p_i-j^p_{i-1}}\\
&=j^p_1+\sum^k_{i=2}{\left(j^p_i-j^p_{i-1}\right)}\\
&=j^p_1+\left(j^p_k-j^p_{1}\right)\\
&=j^p_k.
\end{align*}
We know that $m_k^p$ is the largest number in the sequence $(m^p_k)$ that divides $n,$ thus we have $j^p_k=i^p_n.$ Hence;
\begin{align*}
v_p\left(\prod_{d\mid n}{b_d}\right)
&=j^p_k\\
&=i^p_n.
\end{align*}
But $i^p_n$ is the $p$-adic valuation of $a_n.$ Hence, we have;
$$v_p\left(\prod_{d\mid n}{b_d}\right)=i^p_n=v_p(a_n).$$
This proves that for all prime numbers $p,$ the $p$-adic valuations of;
$$\prod_{d\mid n}{b_d}\text{ and }a_n$$
are all equal.
Hence, we have;
$$\prod_{d\mid n}{b_d}=a_n,$$
and thus we have found an integer sequence $(b_n)$ such that for all $n\geq 1,$ we have;
$$a_n=\prod_{d\mid n}{b_d}.$$
Hope this helps :)