From now on, I will abbreviate $e_k(m_1,\dots,m_n)$ as $e_k$.
$$
(x+m_1)(x+m_2)\cdots (x+m_n)=\sum_{k=0}^n e_{n-k}x^k
$$
Since polynomial multiplication corresponds to convolution of coefficient list, this shows the sequence $[e_n,e_{n-1},\dots,e_0]$ can be written as the following convolution:
$$
[m_1,1]*[m_2,1]*\dots*[m_n,1]
$$
Each of these very short sequences is trivially log concave. Since convolution preserves log concavity, we are done.
Why does convolution preserve log concavity? Note that if a sequence $(a_i)_{i\in \Bbb Z}$ is log concave, then you can show
$$
a_i a_j \ge a_{i+1}a_{j-1} \qquad \text{ when $i\ge j-1$}\tag1
$$
This follows since
$$
a_i/a_{j-1}=\prod_{\ell=j}^{i} a_\ell/a_{\ell-1}\ge \prod_{\ell=j}^ia_{\ell+1}/a_\ell=a_{i+1}/a_j
$$
Now, let $(a_i)_{i\in \Bbb Z}$ and $(b_j)_{j\in \Bbb Z}$ be two log concave sequences. Using $(1)$, you can show that
$$
\forall i,j,k\in \Bbb Z,\qquad (a_ia_j-a_{i+1}a_{j-1})(b_{k-j}b_{k-i}-b_{k-j+1}b_{k-i-1})\ge 0
$$
Now, let $(c_k)_{k\in \Bbb Z}$ be the convolution* of $(a_i)$ and $(b_j)$, that is, $c_k= \sum_{i\in \Bbb Z} a_i b_{k-i}$. Then
\begin{aligned}
0&\le \sum_{i,j\in\Bbb Z} (a_ia_j-a_{i+1}a_{j-1})(b_{k-j}b_{k-i}-b_{k-j+1}b_{k-i-1})
\\
&=\sum_{i,j} a_ib_{k-i}a_j b_{k-j}+\sum_{i,j} a_{i+1}b_{k-i-1}a_{j-1}a_{k-j+1}-\sum_{i,j}a_ib_{k-i-1}a_ja_{k-j+1}-\sum_{i,j} a_{i+1}b_{k-i}a_{j-1}b_{k-j}
\\
&= c_k^2 + c_k^2 - c_{k-1}c_{k+1} - c_{k+1}c_{k-1},
\end{aligned}
proving the log concavity of $(c_k)$.
*The fine print is that we need to assume the convolution is well defined. This is certainly true if $(a_i)$ and $(b_j)$ have only finitely many nonzero terms, which is all we need for your question. However, my proof shows this applies more generally to semi-infinite sequences, or when $(a_i)$ and $(b_j)$ are both square-summable.