According to Brris & Sankappanavar's "A course in universal algebra," the set $L_C$ of closed subsets of a set $A$ forms a complete lattice under $\subseteq$.
Here, a subset $X$ of $A$ is said to be closed if $C(X) = X$, where $C$ is a closure operator on $A$ in the sense that it satisfies C1 - C3 below:(For any $X, Y \subseteq A$)
C1: $X \subseteq C(X)$
C2: $C^2(X) = C(X)$
C3: $X \subseteq Y \Rightarrow C(X) \subseteq C(Y)$.
They say that the supremum of a subset $\{C(A_i): i \in I\}$ of the lattice $\langle L_C, \subseteq \rangle$ is $C(\bigcup _{i \in I} A_i)$. If so, it must be that $$C(\bigcup _{i \in I} A_i) \subseteq \bigcup _{i \in I} C (A_i)$$ (since $\bigcup _{i \in I} C (A_i)$ is also an upper bound). But, I cannot so far show how this is so.
Postscript
It was an error to think that the above inclusion had to hold if $C(\bigcup _{i \in I} A_i)$ is $sup \{C(A_i): i \in I\}$. This inclusion does not follow, and its converse follows, actually, as pointed out by Brian and Abel. Still, $C(\bigcup _{i \in I} A_i)$ is the supremum of the set since, among the closed subsets of $A$, it is the set's smallest upper bound, as explained by Brian and Alexei.
This question was very poorly and misleadingly stated. I will delete it if it's requested.
HINT: The result given by B&S follows easily from the following useful fact:
Added: I should probably note that your displayed inclusion is actually backwards: C3 ensures that $C(A_k)\subseteq C\left(\bigcup_{i\in I}A_i\right)$ for each $k\in I$, so $\bigcup_{i\in I}C(A_i)\subseteq C\left(\bigcup_{i\in I}A_i\right)$, but the reverse inclusion fails whenever $\bigcup_{i\in I}C(A_i)$ is not closed.