Difference between the result of linear regression analysis and that of Hayes's method

#1
Hi ! Everyone, may I ask the difference between the result from the linear regression analysis and Hayes’s method (mediation relationship). As you can see, the first photo is the result from linear regression analysis in SPSS (Photo 1). The relationship between use and proximal is significant. However, when I analysis the mediation relationship with several variables with Hayes’s method, I can see the relationship between these two variables is not significant(Photo 2). I am a bit confused about that. Theoretically, Hayes’s method is also based on linear regression; therefore , the result should be the same, right?
 

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