[guided]We prove the closure statement directly. Let $m:\mathbb N \to \mathbb N$ be the polynomial bounding the number of predicates, and suppose that for each input $x \in \Gamma^*$ and each index $i \in \{1,\dots,m(|x|)\}$ the predicate $P_i(x)$ has the form
\begin{align*}
P_i(x)
\iff
\exists y_{i,1}
\forall y_{i,2}
\exists y_{i,3}
\cdots
Q_k y_{i,k}
\; R_i(x,y_{i,1},\dots,y_{i,k})=1.
\end{align*}
Here $Q_j$ is $\exists$ for odd $j$ and $\forall$ for even $j$, each block $y_{i,j}$ ranges over strings of polynomial length, and the relation $R_i$ is decidable in deterministic polynomial time uniformly in the pair $(i,x)$. The point of the argument is that the quantifier prefixes all have the same order, so we may combine equal-level blocks without changing the alternation pattern.
Choose a polynomial $r:\mathbb N \to \mathbb N$ such that every witness block $y_{i,j}$ appearing in these formulas on inputs of length $n$ has length at most $r(n)$. For each quantifier level $j \in \{1,\dots,k\}$, define the grouped block variable
\begin{align*}
Y_j=(y_{1,j},y_{2,j},\dots,y_{m(|x|),j}).
\end{align*}
We let $Y_j$ range over tuples of strings in $\Gamma^{r(|x|)}$. Since $m$ and $r$ are polynomially bounded, the total length of $Y_j$ is at most $m(|x|)r(|x|)$ up to the fixed encoding overhead for tuples, hence is polynomial in $|x|$.
The conjunction of all the predicates $P_i(x)$ is equivalent to the single alternating formula
\begin{align*}
\exists Y_1
\forall Y_2
\exists Y_3
\cdots
Q_k Y_k
\; \bigwedge_{i=1}^{m(|x|)}
R_i(x,y_{i,1},\dots,y_{i,k})=1.
\end{align*}
To justify this equivalence, first assume every $P_i(x)$ holds. For each existential level $j$, collect the existential witnesses for all indices $i$ into the tuple $Y_j$. At each universal level, an arbitrary tuple $Y_j$ is exactly the same data as arbitrary universal challenges $y_{i,j}$ for all indices $i$. Therefore the original formulas for all $P_i(x)$ force every conjunct $R_i(x,y_{i,1},\dots,y_{i,k})=1$, so the grouped formula holds.
Conversely, if the grouped formula holds, then for any fixed index $i$ we obtain the original certificate for $P_i(x)$ by projecting each grouped block $Y_j$ onto its $i$th coordinate $y_{i,j}$. The truth of the conjunction implies
\begin{align*}
R_i(x,y_{i,1},\dots,y_{i,k})=1,
\end{align*}
with the same alternating quantifier order, so $P_i(x)$ holds. Since this works for every $i \in \{1,\dots,m(|x|)\}$, the conjunction $\bigwedge_{i=1}^{m(|x|)}P_i(x)$ holds.
It remains to check the computational part of the certificate form. Define the final deterministic verifier as the map
\begin{align*}
R: \Gamma^* \times (\Gamma^*)^k \to \{0,1\}
\end{align*}
by setting $R(x,Y_1,\dots,Y_k)=1$ precisely when
\begin{align*}
\bigwedge_{i=1}^{m(|x|)} R_i(x,y_{i,1},\dots,y_{i,k})=1.
\end{align*}
This verifier runs in deterministic polynomial time because there are polynomially many indices $i$, each predicate $R_i$ is uniformly decidable in deterministic polynomial time, and extracting the coordinates $y_{i,j}$ from the tuple encoding has polynomial overhead. The grouped formula therefore has polynomial-size blocks, a deterministic polynomial-time final predicate, and exactly the $\Sigma_k^P$ quantifier prefix. Hence the conjunction is a $\Sigma_k^P$ predicate.[/guided]