[guided]The goal of this step is to replace the open cover by numerical coordinates that remember which open sets contain a point. We do this without invoking an abstract partition-of-unity theorem, using only the metric on the sphere.
Assume first that no $U_i$ is already all of $S^d$; otherwise the theorem is immediate because every antipodal pair lies in that $U_i$. For each index $i \in \{1,\dots,d+1\}$, define the closed complement
\begin{align*}
F_i := S^d \setminus U_i.
\end{align*}
Since $U_i$ is open in the [subspace topology](/page/Subspace%20Topology) of $S^d$, the set $F_i$ is closed in $S^d$. Define
\begin{align*}
\rho_i:S^d \to [0,\infty), \qquad x \mapsto \operatorname{dist}(x,F_i) := \inf_{y \in F_i} |x-y|.
\end{align*}
This function is continuous because distance to a fixed nonempty subset of a metric space is $1$-Lipschitz with respect to the ambient Euclidean distance restricted to $S^d$: for $x,z \in S^d$ and every $y \in F_i$, the triangle inequality gives $|x-y| \leq |x-z| + |z-y|$, hence $\rho_i(x) \leq |x-z|+\rho_i(z)$ after taking the infimum over $y \in F_i$. Interchanging $x$ and $z$ gives $|\rho_i(x)-\rho_i(z)| \leq |x-z|$.
Now fix $x \in S^d$. Since the sets $U_1,\dots,U_{d+1}$ cover $S^d$, there is at least one index $i$ such that $x \in U_i$. This means $x \notin F_i$. Because $F_i$ is closed in $S^d$, a point outside $F_i$ has positive distance from $F_i$ inside the compact metric space $S^d$, so $\rho_i(x)>0$. Thus the sum
\begin{align*}
R:S^d \to (0,\infty), \qquad x \mapsto \sum_{j=1}^{d+1} \rho_j(x)
\end{align*}
is everywhere positive and continuous.
We can therefore normalize the distance functions by defining, for each $i$,
\begin{align*}
\lambda_i:S^d \to [0,1], \qquad x \mapsto \frac{\rho_i(x)}{R(x)}.
\end{align*}
The quotient is continuous because $R(x)>0$ for every $x \in S^d$. The normalization gives
\begin{align*}
\sum_{i=1}^{d+1} \lambda_i(x) = \frac{\sum_{i=1}^{d+1}\rho_i(x)}{R(x)} = 1.
\end{align*}
Finally, the subordination property is exactly encoded by positivity: if $\lambda_i(x)>0$, then $\rho_i(x)>0$, so $x$ has positive distance from $F_i$ and in particular $x \notin F_i$. Since $F_i = S^d \setminus U_i$, this proves $x \in U_i$.[/guided]