Why is it the case that for every prime number $p_i$ there exist unique positive integers $m$ and $n$ such that $$ m\, p_i^2 + 1 = n \, p_{i + 1} $$ where $m\ne n$ and $m \le p_i$?
That is, why is it that there is some positive integer $m$, less than of equal to the $i$-th prime number $p_i$, such that when $p_i$ is multiplied by $m$, and one is added, the result equals the product of the next, $(i + 1)$-st prime number $p_{i + 1}$, and the positive integer $n$, for some $n\ne m$, and for each $i$ there is a unique way of achieving this?
It's false.
Here's a counterexample . . .
Let $p_i=43$.
Then the smallest positive integer $m$ for which there exists a positive integer $n$ satisfying $$mp_i^2 + 1=np_{i+1}$$ is $m=44$, which is greater than $p_i$.
The next two counterexamples are $$p_i = 173$$ $$p_i = 18869$$
Those are the only counterexamples with $p_i < 10^6$.
It's conceivable that there are no more counterexamples.
Note that for all $p_i$, the smallest qualifying positive integer $m$ is necessarily less than $p_{i+1}$, so there is a small window of opportunity for a counterexample, namely, $m$ needs to be greater than $p_i$, but less than $p_{i+1}$.