Take the disjoint sum $U = \coprod_i U_i = \{ (i,x) \mid i \in [n],\, x \in U_i\}$, with natural maps $U \to [n]$ and $U \to X$ given by first and second projections. Write $\vec U$ for $(\{1\} \times U_1,\ldots, \{n\} \times U_n) \in P(U)^n$. Now the image of $\vec U$ under first projection $P(U)^n \to P([n])^n$ is exactly the set $\vec a$ from above; so the image of $\tau(\vec U)$ under $P(U) \to P([n])$ must be exactly $\tau(\vec a)$. So $\tau(\vec U) \in P(U)$ will meet the summand $\{i\} \times U_i$ precisely when $i \in \tau(\vec a)$. Moreover, in that case, it must contain the whole summand, by naturality under all permutations of $U_i$. (*) So. So $\tau(\vec U)$ consists precisely of the union of all summands $\{i\} \times U_i$ for $i \in \tau(\vec a)$. So now by naturality under the map $U \to X$, we get that $\tau(U_1,\ldots,U_n)$ is the union of these $U_i$, as required.
Zhen Lin asks in comments: How constructive is this? The counting of deflationary maps certainly requires LEM; but the correspondence between natural operations $P(-)^n \to P$ and deflationary maps on $P([n])$ turns out to be entirely constructive. The one non-constructive step in the argument above is (); constructively this point is a bit harder, so I’m leaving the classical version above and giving the constructive version here. In the unary case, we essentially need to show: for any natural $\tau : P(-) \to P(-)$, if $P_X(X)$ is inhabited, then $P_X(X) = X$. I’ll just show this case; the $n$-ary version needed at (*); constructively this point is a bit harder, so I’m leaving the classical version above and giving the constructive version here. In the unary case, we essentially need to show: for any natural $\tau : P(-) \to P(-)$, if $P_X(X)$ is inhabited, then $P_X(X) = X$. I’ll just show this case; the $n$-ary version needed at (*) is similar.
Classically, Martin argues this in the question: by naturality, $P_X(X)$ must be invariant under all permutations of $X$, and the only inhabited invariant subset is $X$ itself. Constructively, we can’t construct transpositions on an arbitrary set $X$ to make that second step — but by several appeals to naturality, we can reduce it back to the case of a discrete set, where we the classical argument does work:
- By naturality along $X \to 1$, $\tau_1(1) = 1$.
- By naturality along $Y \to 1$, $\tau_Y(Y)$ is inhabited for any inhabited $Y$.
- In particular, $\tau_2(2)$ is inhabited — and since 2$2$ has decidable equality, the its only permutation-invariant inhabited subset is 2$2$, so $\tau_2(2) = 2$.
- So for any coproduct of inhabited sets $Y+Z$, naturality along $Y+Z \to 1+1=2$ shows that $\tau_{Y+Z}(Y+Z)$ must meet both summands. InIn particular, $\tau_{Y+1}(Y+1)$ must include the adjoined point.
- Now going back to the original $X$, for any $x \in X$, naturality along $[1_X,x] : X+1 \to X$ shows that $x \in \tau_X(X)$; so $\tau_X(X) = X$ as desired.