Proposition 7
Tag 08SN, permanent. Cite it as [Bourbaki, Tag 08SN].
Integration, IV, p. 42, § 4. Integrable functions and sets
1° If A and B are two integrable sets such that , then the set is integrable and
2° The intersection of a countable family of integrable sets is integrable.
The first part follows from the fact that . On the other hand, if is a sequence of integrable sets and is its intersection, then , therefore is integrable (No. 3, Prop. 4).
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.