Relax Egoroff's Theorem to pointwise convergence a.e. and bounded a.e. pointwise limit
The following question is taken from Royden's Real Analysis $4$th edition, Chapter $3,$ question $28,$ page $67:$
Question: Show that Egoroff's Theorem continues to hold if the convergence is pointwise a.e. and $f$ is finite a.e., that is.
Assume $E$ has finite measure. Let $\{f_n\}$ be a sequence of measurable functions on $E$ that converges pointwise almost everywhere on $E$ to the real-valued function $f$ which is finite almost everywhere. Then for each $\varepsilon>0,$ there is a closed set $F$ contained in $E$ for which $$\{f_n\}\to f \text{ uniformly on }F \text{ and }m(E\setminus F)<\varepsilon.$$
My attempt:
Let $A = \{ x\in E: f_n\not\to f \text{ pointwise} \}$ and $B=\{ x\in E: |f|=\infty \}.$
By assumption,
$$m(A)=m(B)=0.$$
So $A$ and $B$ are measurable.
Note that
$$m[E\setminus (A\cup B)] = m(E) - m(A\cup B) = m(E).$$
Fix $\varepsilon>0.$
Since $\{f_n\}$ converges to $f$ pointwise on $E\setminus (A\cup B)$ to the real-valued function $f,$ by Egoroff's Theorem, there exists a closed set $F$ contained in $(E\setminus (A\cup B))\subseteq E$ for which
$$f_n\to f \text{ uniformly on } F \text{ and }m[(E\setminus(A\cup B)) \setminus F] < \varepsilon.$$
Since $E$ has finite measure and $F\subseteq E,$ by monotonicity, $F$ has finite measure.
As $F$ is closed, it is also measurable.
Therefore, by Excision property, we have
$$m(E\setminus F) = m(E) - m(F) = m[E\setminus(A\cup B)] - m(F) = m[(E\setminus(A\cup B)) \setminus F]<\varepsilon.$$
Is my proof correct? I ask for verification because in this post Kenny's comment about countable union of null sets. I do not use this anywhere in my proof. So I wonder whether my proof miss out something.
The proof looks fine. Kenny's cited comment ("Can't you remove from $E$ the subsets on which $f_n$ doesn't converge pointwise and the subset on which the limit is not finite? A countable union of null sets is null") does not really need to mention countable unions, since all you need here is a finite union of (two) null sets.