Let $\mathbf{F}$ be the field of $q$ elements, and fix $n\geq 1$. The extension of degree $n$ over $\mathbf{F}$ is the field with $q^n$ elements. Call that $\mathbf{K}$.
If $a\in\mathbf{K}$, then $\mathbf{F}(a)$ is an intermediate field, so $[\mathbf{F}(a):\mathbf{F}]$ divides $n$; that is, the monic irreducible polynomial of $a$ is of degree dividing $n$ over $\mathbf{F}$. So every element corresponds to a monic irreducible.
Moreover, every monic irreducible of degree dividing $n$ corresponds to an element in $\mathbf{K}$: if $f(x)$ is such an irreducible, and $a$ is a root, then $\mathbf{F}(a)$ has degree $\deg(f)$, which divides $n$, and so is contained in the field extension of degree $n$ (remember that $\mathbf{F}_{q^r}\subseteq \mathbf{F}_{q^s}$ if and only if $r|s$).
That means that if you let $P(X)$ be the product of all monic irreducible polynomials over $\mathbf{F}$ that have degree dividing $n$, then its roots are precisely the elements of $\mathbf{K}$.
We also know that $\mathbf{K}$ is the splitting field of $X^{q^n}-X$: every element of $\mathbf{K}$ satisfies this polynomial (by Lagrange's Theorem, every nonzero element satisfies $a^{q^n-1}=1$, and then there's $0$), and no field strictly smaller than $\mathbf{K}$ can be the splitting field (not enough roots). So now we have two polynomials that are satisfied by every element of $\mathbf{K}$ and only by all the elements of $\mathbf{K}$: $X^{q^n}-X$ and our $P(X)$. So $X^{q^n}-X$ certainly must divide $P(X)$, and $P(X)$ must be a product of linear factors over $\mathbf{K}$.
So the only question that remains is: does $P(X)$ have any repeated roots?