Just proof verification. Given $\mathcal{F}\subseteq\mathcal{G}$, show $\bigcup\mathcal{F} \subseteq \bigcup\mathcal{G}$. Here is my attempt:
Let $A$ be an arbitrary set and $A\in\mathcal{F}$. This implies $A\in\mathcal{G}$. Let $x$ be arbitrary. Suppose $x\in\bigcup\mathcal{F}$. Then $x\in\bigcup_{i=0}^{n} S_i \, \forall S_i \in \mathcal{F}\,\forall i,n\in\mathbb{N}$. Then $\exists i\big|S_i=A$.
It follows that $x\in A$, $A\in\mathcal{G}$ and $x\in \mathcal{G}$. By the definition of $\bigcup\mathcal{G}$, $A\in\bigcup\mathcal{G} \therefore x\in \bigcup\mathcal{G}$. Now, $x\in\bigcup\mathcal{F} \Longrightarrow x\in\bigcup\mathcal{G}$. Since $x$ and $A$ were arbitrary, we can conclude that $\bigcup\mathcal{F} \subseteq\bigcup\mathcal{G}$.
If you notice any places where I can be more concise, if my notation/wording is off, or if my argument/reasoning is wrong, I would appreciate it if you let me know. Thanks.
Suppose $\mathcal{F}\subseteq\mathcal{G}$. If $A$ is a set and $A\in\mathcal{F}$, then $A\in\mathcal{G}$.
Fix $x\in\bigcup\mathcal{F}$. Then $x\in A$ for some $A\in\mathcal{F}$. By the above, we have $x\in\bigcup\mathcal{G}$ since $A\in G$. Therefore $\bigcup\mathcal{F}\subseteq\bigcup\mathcal{G}$.