I am working with the following set of axioms:
1) There is a set.
2) Two sets are equal iff they contain equal elements.
3) if $A$ is a set and $p(x)$ is a set property (e.g. $x = x$), then $\{a \in A : p(a)\}$ is also a set.
4) if $A$ and $B$ are sets, then there is a set which contains only elements of $A$ and $B$.
5) if $\mathbb A$ a set, then $\bigcup \mathbb A :=\{a | \exists A \in \mathbb A : a \in A\}$ is also a set.
6) For each set there is its power set.
I my lecture it was claimed that if $\mathbb A \ne \emptyset$, then $\{a \in \bigcup \mathbb A | \forall A \in \mathbb A\ : a \in A \}$ is also a set.
I am not sure why do we require that $\mathbb A \ne \emptyset$.
Indeed, the fact that $\{a \in \bigcup \mathbb A | \forall A \in \mathbb A\ : a \in A \}$ is a set follows directly from 3 and 5 without the requirement.