Proposition 19
Tag 09KZ, permanent. Cite it as [Bourbaki, Tag 09KZ].
Integration, chapter VIII, § 4. Convolution of measures and functions
— *Let be a locally compact group, a relatively invariant positive measure on , a base for the filter of neighborhoods of in , consisting of compact neighborhoods. For every , let be a continuous function on , with support contained in , such that . If is a measure on then, in equipped with the topology of compact convergence in ,
the limit being taken with respect to the section filter of .
For the topology of compact convergence in , tends to with respect to the section filter of (§ 2, No. 7, Cor. 1 of Lemma 4). Therefore in equipped with the topology of compact convergence in (§ 3, No. 3, Cor. of Prop. 12).
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.