This is worked out in part 2 of

> <cite authors="Adams, J. F.">_Adams, J. F._, Stable homotopy and generalised homology, Chicago Lectures in Mathematics. Chicago - London: The University of Chicago Press. X, 373 p. £ 3.00 (1974). [ZBL0309.55016](https://zbmath.org/?q=an:0309.55016).</cite>

(note that to understand part 2 you need to have read part 3 first. Yeah, I know)

In particular the result you want is true only for *complex orientable* cohomology theories (those theories for which we can define $c_1$). This is to be expected, since what you want is essentially a version of the Thom isomorphism, that should hold only if the vector bundle is orientable for your cohomology theory.

Also, Adams works on homology rather than cohomology (it is a lot more convenient when having non-finite spaces like $BU_n$), but of course once you've proven you have a Thom class, the Thom isomorphism theorem holds in cohomology as well, thus proving the statement you're after.