Theorem 2.36 of Baby Rudin states:
If $\{K_\alpha\}$ is a collection of compact subsets of a metric space $X$ such that the intersection of every finite subcollection of $\{K_\alpha\}$ is nonempty then $\cap K_\alpha$ is nonempty.
Rudin proves this by contradiction:
Choose $K_1 \in K_\alpha$, assume no point of $K_1$ belongs to every $K_\alpha$. Then the sets $K_\alpha^c$ form an open cover of $K_1$. Since $K_1$ is compact there are finitely many indices $\alpha_1, \dots, \alpha_n$ such that $K_1 \subset K_{\alpha_1}^c \cup \dots \cup K_{\alpha_n}^c$ which means $K_1 \cap K_{\alpha_1} \cap \dots \cap K_{\alpha_n} = \emptyset$. Hence we have an empty intersection of a finite subcollection of $K_\alpha$ which contradicts our assumption.
My question is this: is there a way to prove this directly instead of by contradiction? So to derive the fact that $\cap K_\alpha$ is nonempty directly from an assumption that every finite subcollection is nonempty.
To be clear, I understand Rudin's proof, but I am looking for alternative proof that is done directly as opposed to by contradiction. Someone marked this as a duplicate, but I do not see any existing question that addresses this specific concern.
Fix $K_1 \in \{ K_\alpha\}$. For any finite choice of indices $\alpha_1 , \dots, \alpha_n$,
$K_1 \cap \bigcap\limits_{i=1}^nK_{\alpha_i} \neq \emptyset \implies K_1 \not\subset \bigcup\limits_{I=1}^n K_{\alpha_i}^c$ which means that the open sets $\{K_\alpha^c\}$ do not have a finite subcover which covers $K_1$. Since $K_1$ is compact this means these sets do not cover $K_1$, hence there exists $p \in K_1$ such that $p \notin K_\alpha^c$ for all $\alpha \in X$. Thus $p \in K_\alpha$ for each $\alpha \in X \implies p \in \bigcap K_\alpha$ and specifically $\bigcap K_\alpha \neq \emptyset$.