The question is equivalent to asking whether $b(n):=\frac{a(n)}{a(n-1)}$ are squarefree. The sequence $b(n)$ is listed in OEIS A231831 and satisfies the recurrence $b(n+1) = b(n)^3 + b(n)^2 - 1$ with $b(1)=3$. Its terms are pairwise coprime, implying that each prime divides at most one term.
Quite similarly to my treatment of Sylvester sequence, I have computed all primes $p$ below $10^{10}$ such that $p\mid b(n)$ for some $n$ (there are $16944$ such primes), and verified that $p^2\nmid b(n)$. The primes $p$ and corresponding indices $n$ are now listed in OEIS A362250 and OEIS A362251, respectively.
The question can also be analyzed heuristically by considering the map $x\mapsto x^3 + x^2 - 1$ modulo prime $p$ as random. Various kinds of statistics for such mappings and their functional graphs are given by Flajolet and Odlyzko (1989). My very rough analysis suggests that the "probability" for prime $p$ to divide some $b(n)$ is proportional to $\frac1{p^{1/2}}$, and the "probability" for $p^2$ to divide some $b(n)$ is proportional to $\frac1{p^{3/2}}$. The latter means that one should expect only a finite number of primes $p$ with $p^2\mid b(n)$, if any exists at all.
There is a somewhat similar sequence OEIS A231830 satisfying $c(n+1) = c(n)^3 - c(n)^2 + 1$ with $c(1)=5$. The above analysis applies to this sequence as well. UPDATE. I've confirmed that neither prime below $10^{10}$ (listed in OEIS A362252) divides its terms when squared.