[proofplan]
Subtract the two Dirichlet series and prove that every coefficient of the difference is zero. If not, choose the first nonzero coefficient $c_m$ and multiply the identity by $m^s$. The remaining terms have factors $(m/n)^s$ with $n > m$, and absolute convergence at one fixed real point gives a summable majorant, so the tail tends to zero as $s \to \infty$. The limit then forces $c_m = 0$, contradicting the choice of $m$.
[/proofplan]
[step:Pass to the difference Dirichlet series]
Define the complex sequence $(c_n)_{n \in \mathbb{N}}$ by
\begin{align*}
c_n := a_n - b_n
\end{align*}
for each $n \in \mathbb{N}$. For every $s \in \mathbb{C}$ with $\operatorname{Re}(s) > \sigma_0$, the series
\begin{align*}
\sum_{n=1}^{\infty} c_n n^{-s}
\end{align*}
converges absolutely, because
\begin{align*}
\sum_{n=1}^{\infty} |c_n n^{-s}|
\leq
\sum_{n=1}^{\infty} |a_n n^{-s}|
+
\sum_{n=1}^{\infty} |b_n n^{-s}|.
\end{align*}
For every real $s > \sigma_0$, absolute convergence permits termwise subtraction, and the assumed equality gives
\begin{align*}
\sum_{n=1}^{\infty} c_n n^{-s} = 0.
\end{align*}
[/step]
[step:Choose the first nonzero coefficient and rescale the identity]
Suppose, toward a contradiction, that not all coefficients $c_n$ vanish. Since $\mathbb{N}$ is well ordered, there exists a least index $m \in \mathbb{N}$ such that $c_m \neq 0$. Thus $c_n = 0$ for every $n < m$.
For every real $s > \sigma_0$, the identity from the previous step becomes
\begin{align*}
0
=
\sum_{n=m}^{\infty} c_n n^{-s}.
\end{align*}
Multiplying by the positive real number $m^s$ gives
\begin{align*}
0
=
c_m + \sum_{n=m+1}^{\infty} c_n \left(\frac{m}{n}\right)^s.
\end{align*}
[/step]
[step:Show that the rescaled tail tends to zero]
Choose a real number $S > \sigma_0$. Since the difference Dirichlet series converges absolutely at $S$, the numerical series
\begin{align*}
\sum_{n=1}^{\infty} |c_n| n^{-S}
\end{align*}
converges.
For every real $s \geq S$ and every $n > m$,
\begin{align*}
|c_n| \left(\frac{m}{n}\right)^s
=
m^S |c_n| n^{-S} \left(\frac{m}{n}\right)^{s-S}
\leq
m^S |c_n| n^{-S},
\end{align*}
because $0 < m/n < 1$. The majorant
\begin{align*}
\sum_{n=m+1}^{\infty} m^S |c_n| n^{-S}
\end{align*}
is summable.
Let $\varepsilon > 0$. Choose $N > m$ such that
\begin{align*}
\sum_{n=N+1}^{\infty} m^S |c_n| n^{-S} < \frac{\varepsilon}{2}.
\end{align*}
For the finite set $\{m+1,\dots,N\}$, each factor $(m/n)^s$ tends to $0$ as $s \to \infty$. Hence there exists $S_\varepsilon \geq S$ such that, for every real $s \geq S_\varepsilon$,
\begin{align*}
\sum_{n=m+1}^{N} |c_n| \left(\frac{m}{n}\right)^s < \frac{\varepsilon}{2}.
\end{align*}
Combining the finite part and the tail estimate, for every real $s \geq S_\varepsilon$,
\begin{align*}
\left|
\sum_{n=m+1}^{\infty} c_n \left(\frac{m}{n}\right)^s
\right|
\leq
\sum_{n=m+1}^{N} |c_n| \left(\frac{m}{n}\right)^s
+
\sum_{n=N+1}^{\infty} |c_n| \left(\frac{m}{n}\right)^s
< \varepsilon.
\end{align*}
Therefore
\begin{align*}
\lim_{s \to \infty}
\sum_{n=m+1}^{\infty} c_n \left(\frac{m}{n}\right)^s
=
0,
\end{align*}
where $s$ tends to infinity through real values.
[/step]
[step:Take the limit and obtain the contradiction]
For every real $s > \sigma_0$,
\begin{align*}
0
=
c_m + \sum_{n=m+1}^{\infty} c_n \left(\frac{m}{n}\right)^s.
\end{align*}
Taking the limit as $s \to \infty$ through real values and using the tail limit proved above yields
\begin{align*}
0 = c_m.
\end{align*}
This contradicts the choice of $m$ with $c_m \neq 0$. Hence no such first nonzero coefficient exists, so $c_n = 0$ for every $n \in \mathbb{N}$. Since $c_n = a_n - b_n$, it follows that $a_n = b_n$ for every $n \in \mathbb{N}$.
[/step]