Let $K = \mathbb{Q}(\zeta_m) \cap \mathbb{Q}(\zeta_n)$. Clearly $K \supset \mathbb{Q}(\zeta_{(m,n)})$; we want to show the reverse inclusion.
Observe that $$\frac{\varphi([m,n])}{\varphi(n)} = [\mathbb{Q}(\zeta_{[m,n]}: \mathbb{Q}(\zeta_n)] = [\mathbb{Q}(\zeta_m):K]$$ and $$\varphi(m) = [\mathbb{Q}(\zeta_m):\mathbb{Q}] = [\mathbb{Q}(\zeta_m): K] [K:\mathbb{Q}].$$ Therefore,
$$
\frac{\varphi(m)}{[K:\mathbb{Q}]} = \frac{\varphi([n,m])}{\varphi(n)}.$$
We claim that
$$\varphi((n,m))\varphi([n,m]) = \varphi(n)\varphi(m).$$
If $\prod p_i^{e_i}$ is the prime factorization of $n$ and $\prod q_i^{f_i}$ is the prime factorization of $m$, then the right hand side is $nm$ times $\prod \left( 1- \frac{1}{p_i} \right) \prod \left( 1-\frac{1}{q_i} \right))$. Since $nm = [n,m] (n,m)$, the left hand side is $nm$ times $\prod (1-\frac{1}{p_{i_j}})$ where the product runs over the primes dividing $n$ and $m$ (for the LCM) and the primes dividing both $n$ and $m$ again (for the gcd). These are clearly equal. So $[K:\mathbb{Q}] = \varphi((n,m)) = [\mathbb{Q}(\zeta_{(m,n)}):\mathbb{Q}]$, which implies that $K = \mathbb{Q}(\zeta_{(m,n)})$.