Here is my proof:
Let $I=I_1\cup\ I_2\cup\ I_3 \cup\ ..... \cup\ I_n$, $a\in I$ and $r\in R$.
Then $a\in I_i$ for some $i$ varying from $1$ to $n$. Since $I_i$ is an ideal of $R$, we have $ar\in I_i$.
Since $I_i\subset I$, $ar\in I$.
Thus, implying $I=I_1\cup\ I_2\cup\ I_3 \cup\ ..... \cup\ I_n$ is an ideal of $R$.
Is it correct?
Let
$$a,b\in\bigcup_{i=1}^\infty I_i\implies a\in I_{i_1}\,,\,\,b\in I_{i_2}\implies a,b\in I_j\;,\;\text{with}\;j=\max\{i_1,i_2\}$$
and since $\;I_j\;$ is an abelian group then $\;a\pm b\in I_j\;$ and etc., this together with what you already did proves what you want.