$ \newcommand{\Set}[2]{% \{\, #1 \mid #2 \, \}% }$
Let $A = \Set{x}{P(x)}$, $B = \Set{x}{Q(x)}$. We know by definition that
$$ A \setminus B = \Set{x}{P(x) \land \lnot Q(x)}.$$
Since $X \cap Y = X \setminus (X \setminus Y)$ for two sets $X$ and $Y$ then following should hold true.
\begin{align} & A \cap B = \\ & A \setminus (A \setminus B) = \\ & \Set{x}{P(x)} \setminus (\Set{x}{P(x) \land \lnot Q(x)}) = \\ &\Set{x}{P(x) \land \lnot(P(x) \land \lnot Q(x))} = \\ & \Set{x}{P(x) \land \lnot P(x) \lor Q(x)} = \Set{x}{Q(x)} \end{align}
Where is the mistake? The answer should be $\Set{x}{P(x) \land Q(x)}$. Is the intersection formula wrong or is it not generally true that
$$ \Set{x}{\varphi(x)} \setminus \Set{x}{\psi(x)} = \Set{x}{\varphi(x) \land \lnot \psi(x)} $$
for sentences $\varphi(x)$ and $\psi(x)$?