Let"A\\not\\subset B" and "B\\not\\subset A", then "A\\setminus B\\neq\\varnothing" and "B\\setminus A\\neq\\varnothing".
Let "x\\in A\\setminus B" and "y\\in B\\setminus A". Prove that "xy\\not\\in A\\cup B", that is "xy\\not\\in A" and "xy\\not\\in B".
Indeed, if "xy\\in A", then "y=x^{-1}(xy)\\in A", but we choose "y\\not\\in A". Similarly we obtain that "xy\\not\\in B".
So we obtain that "x,y\\in A\\cup B", but "xy\\not\\in A\\cup B", so "A\\cup B" is not a subgroup of "G".
Therefore if "A\\cup B" is a subgroup of "G", then "A\\subset B" or "B\\subset A".
And if "A\\subset B" or "B\\subset A", then "A\\cup B=B" or "A\\cup B=A". In every case "A\\cup B" is a subgroup of "G".
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