I need some perspective to know if my solution is correct.
I suppose there exist $a \neq e \in A \cap B$, then $a^{|A|}=e $ and $a^{|B|}=e $.
Considering that $|A| \neq 1$ and $|B| \neq 1$ (otherwise it's obvious), then $gcd(|A|,|B|)\neq 1$ $\longrightarrow$ contradiction.
What do you say?
From $|A|\neq1\wedge|B|\neq1$ it cannot be concluded that $\gcd(|A|,|B|)\neq1$. For instance take $|A|=2$ and $|B|=3$
Contradiction is not necessary.
If $a\in A\cap B$ then $a$ has an order that divides $|A|$ and $|B|$, hence divides $\gcd(|A|,|B|)=1$.
So $a$ must have order $1$ and consequently $a=e$.
Proved is now that $A\cap B=\{e\}$.
(not $A\cap B=e$ as you write).