Proposition 12
Tag 0B8R, permanent. Cite it as [Bourbaki, Tag 0B8R].
General Topology, chapter I, § 9. Compact spaces and locally compact spaces
In a Hausdorff space X, every locally compact subspace A is locally closed.
By hypothesis, for every there is a neighbourhood V of x in X such that is compact and therefore closed in V (no. 3, Proposition 4).
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.