I know that not every function has a power series expansion. Yet what I don't understand is that for every $C^{\infty}$ functions there is a sequence of polynomial $(P_n)$ such that $P_n$ converges uniformly to $f$. That's to say :
$$\forall x \in [a,b], f(x) = \lim_{n \to \infty} \sum_{k = 0}^{\infty} a_{k,n}x^k$$
But then because it converges uniformly why can't I say that :
$$\forall x \in [a,b], f(x) = \sum_{k = 0}^{\infty} \lim_{n \to \infty} a_{k,n}x^k$$
And so $f$ has a power series expansion with coefficients: $\lim_{n \to \infty} a_{k,n}x^k$.
Short answer. The sequence of polynomials guaranteed by the Stone Weierstrass theorem may not be constructible by appending terms of higher and higher order. The early coefficients can vary as the sequence grows. So you don't have the sequence of partial sums of a power series.