[step:Pass $\varphi$ through the vector-valued integral]Recall that the cycle integral $\int_\Gamma f(z)\, dz$ is defined as a finite $\mathbb{Z}$-linear combination of piecewise-$C^1$ contour integrals, each of which is in turn defined by parametrising a piecewise-$C^1$ closed curve $\gamma : [a, b] \to U$ as
\begin{align*}
\int_\gamma f(z)\, dz := \int_a^b f(\gamma(t))\, \gamma'(t)\, d\mathcal{L}^1(t) \in X,
\end{align*}
the right-hand side being the vector-valued integral of the continuous map $t \mapsto f(\gamma(t))\, \gamma'(t)$ on the compact interval $[a, b]$.
Apply [Functionals Commute with Vector-Valued Integrals](/theorems/2682). Theorem 2682 requires (i) a Banach space (we have $X$), (ii) a continuous map $[a, b] \to X$ (we have $t \mapsto f(\gamma(t))\, \gamma'(t)$, continuous because $f$ is continuous on $U$, $\gamma$ is continuous on $[a, b]$, $\gamma'$ is piecewise-continuous, and the scalar–vector multiplication is jointly continuous), and (iii) a bounded linear functional $\varphi \in X^*$ (given). Both hypotheses (i)–(iii) hold, so theorem 2682 applies and gives
\begin{align*}
\varphi\!\left(\int_a^b f(\gamma(t))\, \gamma'(t)\, d\mathcal{L}^1(t)\right) = \int_a^b \varphi(f(\gamma(t)))\, \gamma'(t)\, d\mathcal{L}^1(t),
\end{align*}
where the scalar $\gamma'(t)$ has been pulled out of $\varphi$ by linearity. Re-interpreting the right-hand side as a contour integral of $g_\varphi = \varphi \circ f$ along $\gamma$ gives
\begin{align*}
\varphi\!\left(\int_\gamma f(z)\, dz\right) = \int_\gamma \varphi(f(z))\, dz = \int_\gamma g_\varphi(z)\, dz.
\end{align*}
Summing over the (finitely many) curves making up the cycle $\Gamma$ with the same integer multiplicities (linearity of $\varphi$ commutes with finite sums):
\begin{align*}
\varphi\!\left(\int_\Gamma f(z)\, dz\right) = \int_\Gamma g_\varphi(z)\, dz \overset{(\ast)}{=} 0.
\end{align*}[/step]