[step:Thicken each closed set without creating antipodal intersections]
Assume, for contradiction, that no $F_i$ contains an antipodal pair. Define the antipodal map
\begin{align*}
A:S^n \to S^n,\quad A(x)=-x.
\end{align*}
For each $i\in\{0,\dots,n\}$, let $-F_i:=A(F_i)=\{-x:x\in F_i\}$.
If $F_i=\varnothing$, set $U_i:=\varnothing$. If $F_i\neq\varnothing$, then $F_i$ and $-F_i$ are disjoint compact subsets of the [metric space](/page/Metric%20Space) $(S^n,d)$, where $d:S^n\times S^n\to[0,\infty)$ is given by $d(x,y)=|x-y|$. Define
\begin{align*}
\delta_i:=\inf\{|x-y|:x\in F_i,\ y\in -F_i\}.
\end{align*}
Compactness and disjointness give $\delta_i>0$. Define
\begin{align*}
U_i:=\{x\in S^n:\operatorname{dist}(x,F_i)<\delta_i/3\},
\end{align*}
where $\operatorname{dist}(x,F_i):=\inf\{|x-y|:y\in F_i\}$.
Then $U_i$ is open in $S^n$ and contains $F_i$. We claim that $U_i\cap A(U_i)=\varnothing$. If $x\in U_i\cap A(U_i)$, then $x\in U_i$ and $A(x)=-x\in U_i$. Hence
\begin{align*}
\operatorname{dist}(x,F_i)<\delta_i/3
\end{align*}
and
\begin{align*}
\operatorname{dist}(-x,F_i)<\delta_i/3.
\end{align*}
Because $\operatorname{dist}(x,-F_i)=\operatorname{dist}(-x,F_i)$, we also have
\begin{align*}
\operatorname{dist}(x,-F_i)<\delta_i/3.
\end{align*}
Thus there are points $a\in F_i$ and $b\in -F_i$ such that $|x-a|<\delta_i/3$ and $|x-b|<\delta_i/3$. By the triangle inequality,
\begin{align*}
|a-b|\leq |a-x|+|x-b|<2\delta_i/3.
\end{align*}
This contradicts the definition of $\delta_i$ as the distance between $F_i$ and $-F_i$. Therefore $U_i\cap A(U_i)=\varnothing$.
Since $F_i\subset U_i$ for every $i$ and the $F_i$ cover $S^n$, the family $(U_i)_{i=0}^n$ is an open cover of $S^n$.
[/step]