[proofplan]
We prove the desired inclusion by the element criterion for subsets. Starting from an arbitrary element $x \in X$, the first hypothesis places $x$ in one of the finitely many sets $U_j$. The corresponding containment $U_j \subset W_j$ then places $x$ in the matching set $W_j$, hence in the union of the $W_j$.
[/proofplan]
[step:Track an arbitrary element through the enlarged sets]
Let $x \in X$ be arbitrary. Since
\begin{align*}
X \subset \bigcup_{j=1}^{n} U_j,
\end{align*}
we have
\begin{align*}
x \in \bigcup_{j=1}^{n} U_j.
\end{align*}
By the definition of finite union, there exists an index $k \in \{1, \ldots, n\}$ such that $x \in U_k$. The hypothesis $U_k \subset W_k$ gives $x \in W_k$. Therefore
\begin{align*}
x \in \bigcup_{j=1}^{n} W_j.
\end{align*}
[guided]
To prove an inclusion of sets, we use the element criterion: it is enough to start with an arbitrary element of the left-hand side and prove that it belongs to the right-hand side. Let $x \in X$ be arbitrary.
The hypothesis
\begin{align*}
X \subset \bigcup_{j=1}^{n} U_j
\end{align*}
means precisely that every element of $X$ belongs to the finite union of the sets $U_1, \ldots, U_n$. Since $x \in X$, it follows that
\begin{align*}
x \in \bigcup_{j=1}^{n} U_j.
\end{align*}
By the definition of a finite union, membership in $\bigcup_{j=1}^{n} U_j$ means membership in at least one of the sets in the indexed family. Hence there exists an index $k \in \{1, \ldots, n\}$ such that $x \in U_k$.
Now we use the matching enlargement hypothesis. For every $j \in \{1, \ldots, n\}$, we are given $U_j \subset W_j$; applying this with $j = k$ gives $U_k \subset W_k$. Since $x \in U_k$, the definition of subset gives $x \in W_k$. Therefore $x$ belongs to at least one of the sets $W_1, \ldots, W_n$, namely $W_k$, so
\begin{align*}
x \in \bigcup_{j=1}^{n} W_j.
\end{align*}
[/guided]
[/step]
[step:Conclude the subset inclusion]
The element $x \in X$ was arbitrary, and we have proved that every such $x$ satisfies
\begin{align*}
x \in \bigcup_{j=1}^{n} W_j.
\end{align*}
Hence, by the definition of subset,
\begin{align*}
X \subset \bigcup_{j=1}^{n} W_j.
\end{align*}
This is the desired conclusion.
[/step]