Proposition 16
Tag 08T8, permanent. Cite it as [Bourbaki, Tag 08T8].
Integration, chapter IV, § 4. Integrable functions and sets
— Let K be a compact subset of X, L the vector space of measures on X with support contained in K. On L, the topologies induced by the topology of compact convergence on and the topology of strictly compact convergence on (Ch. III, §1, No. 10) coincide.
It is clear that on L, the topology induced by is finer than the topology induced by . Conversely, let H be a compact subset of , h a function in equal to 1 on K. It is clear that the set H' of functions , where runs over H, is strictly compact in , and, for every measure , for every function , whence the conclusion.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.