Here is an attempt at a slightly more constructive answer, where $\;\varnothing\;$ is not pulled like a rabbit out of a magician's hat.
First a point of notation: noticing that $\;X\in\mathscr{P}(U)\;$ is equivalent to $\;X \subseteq U\;$, I will implicitly assume in this answer that $\;A\;$ and $\;B\;$ range over subsets of $\;U\;$. This gets rid of a lot of occurrences of $\;\in\mathscr{P}(U)\;$.
Using this notation we are to prove that there is a unique $\;A\;$ such that
$$
(0) \;\;\; \langle \forall B :: A \cup B = B \rangle
$$
Apart from simplifying this to
$$
(1) \;\;\; \langle \forall B :: A \subseteq B \rangle
$$
using set theory, the only way to make progress seems to be to choose a specific $\;B\;$. And there three values of $\;B\;$ immediately suggest themselves: $\;\varnothing\;$, $\;A\;$, or $\;U\;$. Since the last two only lead to tautologies, we choose $\;\varnothing\;$. (There are also combinations of these, like $\;U \setminus A\;$ which also turns out to work but in a more complex way. However, the simplest option already works, as we will see.)
Therefore we calculate for any $\;A\;$
\begin{align}
& \langle \forall B :: A \subseteq B \rangle \\
\Rightarrow & \;\;\;\;\;\text{"choose $\;B := \varnothing\;$ -- as discussed above"} \\
& A \subseteq \varnothing \\
\equiv & \;\;\;\;\;\text{"set theory: simplify using $\;\varnothing \subseteq X\;$ for any $\;X\;$"} \\
& A = \varnothing \\
\end{align}
And the same law that was used in the last step above can now immediately be used for the other direction: assuming $\;A = \varnothing\;$ we directly prove $(1)$ by
\begin{align}
& \langle \forall B :: A \subseteq B \rangle \\
\equiv & \;\;\;\;\;\text{"assumption"} \\
& \langle \forall B :: \varnothing \subseteq B \rangle \\
\equiv & \;\;\;\;\;\text{"set theory: $\;\varnothing \subseteq X\;$ for any $\;X\;$"} \\
& \textrm{true} \\
\end{align}
Putting these together we see that $(0)$ is equivalent to
$$
A = \varnothing
$$
Therefore the unique $\;A\;$ satisfying $(0)$ is $\;\varnothing\;$.