It is a key result that the composite $$ MU_* \xrightarrow{h} H_*(MU;\mathbb Z) \xleftarrow[\sim]{\Phi}H_*(BU;\mathbb Z),$$ where $\Phi$ is the dual of the Thom isomorphism, agrees with evaluating on normal Chern numbers. In other words, $\langle \Phi(c), h([M])\rangle = \bar c(M)$ for all $c \in H^*(BU)$ and for all $[M] \in MU_*$. (A reference in the real case is the diagram on page 228 of *A concise course in algebraic topology* by J.P.May. The complex case is identical.) So the assertion is just a Chern number calculation: $h([\mathbb CP^n]) = (n+1)m_n$ if and only if, for all $c \in H^{2n}(BU;\mathbb Z)$, $\langle \Phi(c), (n+1)m_n\rangle = \bar c(\mathbb CP^n)$.