[proofplan]
We prove boundedness by replacing the finitely many individual bounds with one global bound. Empty sets cause no difficulty because the ambient [metric space](/page/Metric%20Space) is nonempty, so an arbitrary center is available in the vacuous case. We then restrict attention to the nonempty members of the family. For each nonempty $A_i$, boundedness gives a center $c_i$ and a finite radius $R_i$ controlling all points of $A_i$. We then choose one common center from the union and use the triangle inequality, followed by the existence of a maximum over finitely many [real numbers](/page/Real%20Numbers), to obtain a single bound for the whole union.
[/proofplan]
[step:Discard the vacuous case where every set is empty]
Let
\begin{align*}
U:=\bigcup_{i=1}^m A_i
\end{align*}
denote the finite union.
If $U=\varnothing$, choose a point $c_\varnothing\in X$, which exists because $X$ is nonempty, and set $M_\varnothing:=1$. Then the inequality
\begin{align*}
d(x,c_\varnothing)\le M_\varnothing
\end{align*}
holds for every $x\in U$ because there is no point $x\in U$ at which it can fail. Hence $U$ is bounded, and the desired conclusion holds in this case.
Assume from now on that $U\neq\varnothing$.
[/step]
[step:Choose individual bounds and one common center]
Define the nonempty index set
\begin{align*}
I:=\{i\in\{1,\dots,m\}:A_i\neq\varnothing\}.
\end{align*}
Since $U\neq\varnothing$, the set $I$ is nonempty.
Choose an index $i_0\in I$ and choose a point $c\in A_{i_0}$. For each $i\in I$, since $A_i$ is bounded, there exist a point $c_i\in X$ and a real number $R_i>0$ such that
\begin{align*}
d(x,c_i)\le R_i
\end{align*}
for every $x\in A_i$.
[/step]
[step:Use the triangle inequality to compare every set to the common center]
For each $i\in I$, define the real number
\begin{align*}
M_i:=R_i+d(c_i,c).
\end{align*}
If $x\in A_i$, then the triangle inequality in the metric space $(X,d)$ gives
\begin{align*}
d(x,c)\le d(x,c_i)+d(c_i,c).
\end{align*}
Using the bound $d(x,c_i)\le R_i$, we obtain
\begin{align*}
d(x,c)\le R_i+d(c_i,c)=M_i.
\end{align*}
[guided]
The reason for introducing the common point $c$ is that boundedness of the union requires one bound measured from one fixed reference point, rather than a different center for each $A_i$. For a fixed nonempty set $A_i$, boundedness gives a center $c_i\in X$ and a radius $R_i>0$ such that
\begin{align*}
d(x,c_i)\le R_i
\end{align*}
for every $x\in A_i$.
Now take any point $x\in A_i$. To estimate the distance from $x$ to the common center $c$, insert the intermediate point $c_i$. The triangle inequality for the metric $d:X\times X\to\mathbb{R}$ states that
\begin{align*}
d(x,c)\le d(x,c_i)+d(c_i,c).
\end{align*}
The first term is controlled by the boundedness of $A_i$, so
\begin{align*}
d(x,c)\le R_i+d(c_i,c).
\end{align*}
Thus every point of $A_i$ lies within the finite distance
\begin{align*}
M_i:=R_i+d(c_i,c)
\end{align*}
of the single common center $c$.
[/guided]
[/step]
[step:Take the maximum of the finitely many bounds]
The set $\{M_i:i\in I\}$ is a nonempty finite subset of $\mathbb{R}$, so it has a maximum. Define
\begin{align*}
M:=\max_{i\in I} M_i.
\end{align*}
Then $M\ge M_i$ for every $i\in I$.
Let $x\in U$. By definition of $U$, there exists $i\in\{1,\dots,m\}$ such that $x\in A_i$. Since $x\in A_i$, the set $A_i$ is nonempty, so $i\in I$. From the previous step,
\begin{align*}
d(x,c)\le M_i\le M.
\end{align*}
Therefore every $x\in U$ satisfies $d(x,c)\le M$. Hence $U$ is bounded.
Since
\begin{align*}
U=\bigcup_{i=1}^m A_i,
\end{align*}
the finite union $\bigcup_{i=1}^m A_i$ is bounded.
[/step]