Suppose $X$ is a metrizable space. In Kechris's Descriptive Set Theory book, page $68$, he defined that, for any countable $\xi,$ the additive class as $\Sigma_{\xi}^0 = \{ \cup_{n\in \mathbb{N}}A_n: A_n \in \prod_{\zeta_n}^0, \zeta_n < \xi, n \in \mathbb{N} \}$ .
Note that $\Sigma_1^0$ is the set of open sets in $X$, while $\prod_1^0$ is the set of closed sets in $X$.
Question: Is the additive class closed under arbitrary union?
No. It is enough to note the following two facts:
This leads to contradiction if you assume $\Sigma_2^0(\mathbb{R})$ is closed under arbitrary union.
To see 2. above, notice that $\mathbb{Q}\notin \Pi_2^0(\mathbb{R})$: any countable subset of $\mathbb{R}$ (or any perfect space) is first category, but a dense $G_\delta$ should not.