As above, I have read this question and it got me thinking. I have not yet been able to come up with a counterexample but I also don't know how to proceed in a way that convinces me there is no case in which the result is compact.
I don't need a proof, just something to kickstart my intution. Thanks!
Α counterexample is $A_n=\{\frac{1}{n}\}$ and $A_0=\{0\}$ on the real line with the usual topology.
The union is compact.