[step:Restrict to a uniform neighbourhood to obtain a global diffeomorphism]To obtain a global tubular neighbourhood, we must find a single open set $U \subseteq \nu_{M \subseteq N}$ containing the zero section on which $\exp$ is injective.
When $M$ is compact, this follows from a standard compactness argument. Define the set
\begin{align*}
W = \{(x, v) \in \nu_{M \subseteq N} : |v|_g < \varepsilon(x)\}
\end{align*}
where $\varepsilon(x) > 0$ is chosen small enough that $\exp|_{B_x(\varepsilon(x))}$ is a diffeomorphism (here $B_x(\varepsilon)$ denotes the $\varepsilon$-ball in the fiber over $x$). Since $M$ is compact, we can choose a uniform $\varepsilon > 0$ (by taking the minimum of $\varepsilon(x)$ over a finite cover).
We must also ensure global injectivity: $\exp(x_1, v_1) = \exp(x_2, v_2)$ implies $(x_1, v_1) = (x_2, v_2)$. If this fails for all $\varepsilon > 0$, there exist sequences $(x_n, v_n)$ and $(x_n', v_n')$ with $|v_n|, |v_n'| \to 0$, $(x_n, v_n) \neq (x_n', v_n')$, but $\exp(x_n, v_n) = \exp(x_n', v_n')$. By compactness of $M$, pass to a subsequence with $x_n \to x$ and $x_n' \to x'$. Since $\exp(x_n, v_n) = \exp(x_n', v_n')$ and $v_n, v_n' \to 0$, we get $x = x'$. But then for large $n$, both points lie in the domain of the local diffeomorphism at $(x, 0)$, contradicting injectivity. By this contradiction, there exists a uniform $\varepsilon > 0$ for which $\exp$ is globally injective.
The image $\exp(\{|v|_g < \varepsilon\})$ is an open neighbourhood of $M$ in $N$, and $\exp: \{|v|_g < \varepsilon\} \to \exp(\{|v|_g < \varepsilon\})$ is a diffeomorphism. This is the desired tubular neighbourhood.[/step]