Let the odd number be k. now let us take the number sequence $2^2–1, 2^3–1, 2^4–1$ so on k values that is upto $2^k-1$
Let us calculate all k remainder values when the above expressions are divided by k (as the remainder can be from zero to k-1) then we have on difference is zero and we are done.
If all k values are not different then we have say for 2 values of m and n the remainder must be same. without loss of generality let us assume $m > n$
So $(2^m-1) - (2^n-1) = 2^(m-n) -1 * 2^n$ is divisible by k. As k is odd $gcd(2^n,k) = 1$ so k must divide $2^(m-n) -1$
Note: The above is for the persons who are not familiar with number theory or want to know from $1^{st}$ principle.
n divides $2^{\phi(n)} -1$ as n is co-prime to 2 as per Eulers theorem in number theory.
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