[step:Extend to general non-negative measurable $g$ by monotone convergence]
Let $g: \mathbb{R}^n \to [0, +\infty]$ be $\mathcal{L}^n$-measurable. By the standard approximation theorem for non-negative measurable functions, there exists an increasing sequence $(g_j)_{j=1}^\infty$ of non-negative simple $\mathcal{L}^n$-measurable functions $g_j: \mathbb{R}^n \to [0, +\infty)$ with $g_j(x) \uparrow g(x)$ for every $x \in \mathbb{R}^n$ as $j \to \infty$.
**Left-hand side limit**: since $g_j \uparrow g$ pointwise and $J_k f \ge 0$, we have $g_j J_k f \uparrow g J_k f$ pointwise on $A$. Applying the Monotone Convergence Theorem on $(A, \mathcal{L}^n \lfloor A)$,
\begin{align*}
\int_A g_j(x) J_k f(x) \, d\mathcal{L}^n(x) \uparrow \int_A g(x) J_k f(x) \, d\mathcal{L}^n(x) \qquad (j \to \infty).
\end{align*}
**Right-hand side limit**: for each fixed $t \in \mathbb{R}^k$, $g_j \uparrow g$ pointwise on $f^{-1}(t) \cap A$. Applying the Monotone Convergence Theorem on $(f^{-1}(t) \cap A, \mathcal{H}^{n-k})$:
\begin{align*}
\int_{f^{-1}(t) \cap A} g_j \, d\mathcal{H}^{n-k} \uparrow \int_{f^{-1}(t) \cap A} g \, d\mathcal{H}^{n-k} \qquad (j \to \infty).
\end{align*}
Define
\begin{align*}
\Psi_j: \mathbb{R}^k &\to [0, \infty] \\
t &\mapsto \int_{f^{-1}(t) \cap A} g_j \, d\mathcal{H}^{n-k}, \\
\Psi: \mathbb{R}^k &\to [0, \infty] \\
t &\mapsto \int_{f^{-1}(t) \cap A} g \, d\mathcal{H}^{n-k}.
\end{align*}
Each $\Psi_j$ is $\mathcal{L}^k$-measurable by Step 2. The pointwise monotone limit $\Psi_j \uparrow \Psi$ ensures $\Psi$ is $\mathcal{L}^k$-measurable as the pointwise limit of measurable functions. Applying the Monotone Convergence Theorem to $(\Psi_j)$ on $(\mathbb{R}^k, \mathcal{L}^k)$:
\begin{align*}
\int_{\mathbb{R}^k} \Psi_j(t) \, d\mathcal{L}^k(t) \uparrow \int_{\mathbb{R}^k} \Psi(t) \, d\mathcal{L}^k(t) \qquad (j \to \infty).
\end{align*}
**Combining**: by Step 2, for each $j$,
\begin{align*}
\int_A g_j J_k f \, d\mathcal{L}^n = \int_{\mathbb{R}^k} \Psi_j(t) \, d\mathcal{L}^k(t).
\end{align*}
Passing $j \to \infty$ in this equality and using the two monotone convergence statements:
\begin{align*}
\int_A g(x) J_k f(x) \, d\mathcal{L}^n(x) = \int_{\mathbb{R}^k} \int_{f^{-1}(t) \cap A} g(x) \, d\mathcal{H}^{n-k}(x) \, d\mathcal{L}^k(t).
\end{align*}
This is the coarea change of variables formula for general non-negative measurable $g$, completing the proof.
[/step]