Here is an alternative argument, essentially the 8th proof presented by Keith Conrad here, but organized a little differently and trying to be clear about the flow of ideas, and what is and is not really necessary. So, let $G$ be a finite subgroup of order $n$ of the multiplicative group $K^{\times}$ of a field. Construct the monic polynomial
$$f(x) = \prod_{g \in G} (x - g).$$
Since $G$ is a subgroup, it is closed under multiplication by every $g \in G$, so $f(gx) = f(x)$ for every $g \in G$, since the two polynomials have the same roots and the same nonzero constant term. Comparing the leading terms gives $g^n = 1$ for every $g \in G$. Then $f(x)$ and $x^n - 1$ are two monic polynomials of degree $n$ with the same roots, namely the elements of $G$, so
$$f(x) = x^n - 1.$$
(This is a lightly disguised version of the easy proof of Lagrange's theorem for finite abelian groups where we observe that $\prod_{a \in G} a = \prod_{a \in G} ga$. We do not need Lagrange's theorem for nonabelian groups.)
This tells us that $G$ is exactly the group of $n^{th}$ roots of unity in $K$. Next we need some basic facts about the cyclotomic polynomials.
Proposition 1: Let $\Phi_n(x) = \prod_{\gcd(k, n) = 1} \left( x - e^{ \frac{ 2\pi i k}{n}} \right) \in \mathbb{C}[x]$ be the monic polynomial over $\mathbb{C}$ whose roots are the primitive $n^{th}$ roots of unity. Then $\Phi_n(x) \in \mathbb{Z}[x]$ has integer coefficients, and $x^n - 1 = \prod_{d \mid n} \Phi_d(x)$.
Proof. The identity just says that every $n^{th}$ root of unity is a primitive $d^{th}$ root of unity for a unique divisor $d \mid n$, so the interesting statement here is that the cyclotomic polynomials have integer coefficients. This follows from rewriting the factorization identity as
$$\Phi_n(x) = \frac{x^n - 1}{\prod_{d \mid n} \Phi_d(x)}$$
and then applying strong induction on $n$, starting from the base case $\Phi_1(x) = x - 1$. That is, we know the denominator is a monic polynomial, and by the inductive hypothesis it has integer coefficients. We also know the quotient is a polynomial, which therefore also has integer coefficients. $\Box$
The significance of the cyclotomic polynomials having integer coefficients is that they can be interpreted as polynomials over any field, and moreover the identity $x^n - 1 = \prod_{d \mid n} \Phi_d(x)$ holds over any field, so we get that
$$f(x) = \prod_{d \mid n} \Phi_d(x) \in K[x].$$
Now we can prove the desired result.
Proposition 2: If $K$ is a field with all $n^{th}$ roots of unity (meaning $x^n - 1$ splits completely and has distinct roots) then the roots of $\Phi_n(x)$ over $K$ are exactly the primitive $n^{th}$ roots of unity. Hence the number of primitive $n^{th}$ roots of unity over $K$ is the same as the number of primitive $n^{th}$ roots of unity over $\mathbb{C}$, and in particular there is at least one, so the group of $n^{th}$ roots of unity is cyclic, generated by any primitive $n^{th}$ root of unity.
Here, for clarity, a primitive $n^{th}$ root of unity in a field $K$ is an element $\zeta \in K$ satisfying $\zeta^n = 1$ but $\zeta^d \neq 1$ for any proper divisor $d \mid n$.
Proof. A root of $\Phi_n(x)$ is an $n^{th}$ root of unity (since $\Phi_n(x) \mid x^n - 1$) but not a $d^{th}$ root of unity for any proper divisor $d \mid n$ (since the roots of $x^n - 1$ are distinct, meaning $\Phi_n(x)$ is relatively prime to $\Phi_d(x)$ where $d$ is a proper divisor). Conversely, if $\zeta$ is a primitive $n^{th}$ root of unity then it is a root of $x^n - 1$ but not a root of $x^d - 1$ for any proper divisor $d$, so can only be a root of $\Phi_n(x)$.
It follows that the number of primitive $n^{th}$ roots of unity over $K$ is $\deg \Phi_n(x)$, which by definition is the number of primitive $n^{th}$ roots of unity over $\mathbb{C}$. There exists at least one, namely $e^{ \frac{2 \pi i }{n} }$, so the same is true over $K$.
Now let $\zeta \in K$ be any primitive $n^{th}$ root of unity. Then the elements $\{ 1, \zeta, \dots \zeta^{n-1} \}$ are distinct (otherwise $\zeta^k = 1$ for some $k < n$ gives $\zeta^{\gcd(k, n)} = 1$) and are all $n^{th}$ roots of unity, so must be the roots of $x^n - 1$. Hence $\zeta$ generates the group of $n^{th}$ roots of unity. $\Box$
(This last argument again avoids Lagrange's theorem. Of course it's not hard to show that $\deg \Phi_n(x) = \varphi(n)$ but we don't need this. It is possible for $x^n - 1$ to have repeated roots over a field of characteristic $p \mid n$ which is why it was necessary to explicitly state that condition. Otherwise the cyclotomic polynomials are not necessarily relatively prime. For example in characteristic $p$ we have $x^p - 1 = (x - 1)^p$ so $\Phi_p(x) \equiv (x - 1)^{p-1} \bmod p$ is not relatively prime to $\Phi_1(x) = x - 1$. In this case there are no primitive $p^{th}$ roots of unity.)
To my mind the significance of this argument is the following.
This is really a fact about fields, not a fact about finite abelian groups. Almost no group theory is required in this argument and the hypothesis on a finite abelian group that there are at most $d$ elements of order dividing $d$ only comes up in this case and nowhere else that I know of. The usual statement of this fact as "every finite subgroup of..." is arguably misleading because in fact the first step is to show that the only such finite subgroups are given by the $n^{th}$ roots of unity for some $n$. So this is really a fact about how the roots of unity behave in any field.
We deduce the statement over arbitrary fields from the statement over $\mathbb{C}$, by using the cyclotomic polynomials to "transfer" information about the roots of unity over $\mathbb{C}$ to arbitrary fields. This is a nice and understandable special case of a general strategy with many applications, and our arguments can be understood abstractly in terms of the group scheme $\mu_n$ of $n^{th}$ roots of unity, although this is of course not necessary.
Let me say a bit more about why this "transfer" is surprising. Suppose $K$ is a field of characteristic $p$ (which might be $0$) containing all $n^{th}$ roots of unity (this requires that $p \nmid n$) and let $\mathbb{F}_p \subset K$ be its prime subfield (the subfield generated by $1 \in K$), where if $p = 0$ then $\mathbb{F}_0 = \mathbb{Q}$. Let $K_n$ be the subfield generated by the $n^{th}$ roots of unity. This is a splitting field of $x^n - 1$ over $\mathbb{F}_p$, so using the uniqueness of splitting fields it follows that this splitting field in $K$ is isomorphic to the same splitting field in another field $K'$ for any other field also containing all $n^{th}$ roots of unity of the same characteristic. It follows that the group of $n^{th}$ roots of unity in $K$ and in $K'$ are isomorphic.
This can be used to deduce the desired statement for $K$ a field of characteristic zero from the statement over $\mathbb{C}$, since they have the same characteristic. The surprising thing about the "transfer" argument is that it does not depend on the characteristic, so can transfer the desired result from characteristic $0$ to positive characteristic, using the key fact that the cyclotomic polynomials are defined over $\mathbb{Z}$ and so make sense over every field.
The 9th proof in Keith Conrad's blurb makes this transfer from characteristic $0$ to positive characteristic more explicit using the $p$-adics which is quite nice.