Let $\ell=n-\sum_{i=1}^ma_i$; then
$$\dbinom{n+m-1}{a_1+\ldots+a_m+m-1}$$
is the number of ways to distribute $\ell$ indistinguishable balls amongst $$\sum_{i=1}^ma_i+m=\sum_{i=1}^m(a_i+1)$$ distinguishable boxes. For $i=1,\ldots,m$ let $A_i$ be a distinct set of $a_i+1$ distinguishable boxes, and let $A=\bigcup_{i=1}^mA_i$.
$\binom{k_i}{a_i}$ is the number of ways to distribute $k_i+1$ indistinguishable balls amongst the $a_i+1$ distinguishable boxes in $A_i$ so that each box gets at least one ball. Thus, it’s also the number of ways to distribute $(k_i+1)-(a_i+1)=k_i-a_i$ indistinguishable balls amongst the $a_i+1$ boxes in $A_i$. It follows that
$$\sum_{k_1+\ldots+k_m=n}{k_1\choose a_1}{k_2\choose a_2}\ldots{k_m\choose a_m}$$
is the total number of ways to distribute $\ell$ indistinguishable balls amongst the $\sum_{i=1}^m(a_i+1)$ boxes in $A$, summed over all $m$-tuples $\langle\ell_1,\ldots,\ell_m\rangle$ of non-negative integers such that $\sum_{i=1}^m\ell_i=\ell$, where $\ell_i$ is the number of balls distributed amongst the $a_i+1$ boxes in $A_i$. It follows immediately that
$$\sum_{k_1+\ldots+k_m=n}{k_1\choose a_1}{k_2\choose a_2}\ldots{k_m\choose a_m}=\binom{n+m-1}{a_1+\ldots+a_m+m-1}\;.$$