Nice problem! I almost hate to post a solution. If you like puzzles and haven't put in any time on this one yet, I encourage you not to read further.
Imagine writing the numbers in $A$ on a stack of cards, one number per card. We write the numbers of $B$ on a separate stack, again one per card. We then recursively define a sequence $s_j$ as follows:
Initial value: $s_0=0$.
If $s_j \leq 0$, look at the top card of the $A$ stack; let the number written on it be $a$. Set $s_{j+1} = s_j+a$, and remove that card from the stack.
If $s_j > 0$, look at the top card of the $B$ stack; let the number written on it be $b$. Set $s_{j+1} = s_j-b$, and remove that card from the stack.
Continue until you attempt to draw a card from an empty stack.
Example: Taking $A = ( 3,4,5 )$ and $B = (1,1,2,3,3)$ as in the OP, we have
$$\begin{array}{|rrrrr|}
\hline
s & A \ \mbox{deck} & B \ \mbox{deck} & A \ \mbox{cards used} & B \ \mbox{cards used} \\
\hline
0 & 345 & 11233 & & \\
\hline
3 & 45 & 11233 & 3 & \\
\hline
2 & 45 & 1233 & & 1 \\
\hline
1 & 45 & 233 & & 1 \\
\hline
-1 & 45 & 33 & & 2 \\
\hline
3 & 5 & 33 & 4 & \\
\hline
0 & 5 & 3 & & 3 \\
\hline
5 & & 3 & 5 & \\
\hline
2 & & & & 3 \\
\hline
\end{array}$$
At this point we stop, because the next step would be to draw from the $B$ deck, but the $B$ deck is empty. (In this example, the $A$ deck is also empty, but that is a coincidence; they don't have to both run out.)
Lemma 1: The numbers $s_j$ are always between $-n+1$ and $k$.
Proof by induction on $j$. The base case is true. If $s_j$ is between $-n+1$ and $0$, then $s_{j+1}$ is between $-n+k+1$ and $k$; if $s_j$ is between $1$ and $k$ then $s_{j+1}$ is between $-n+1$ and $-n+k$. Since the intervals $[-n+1, 0]$ and $[1, k]$ cover every integer in $[-n+1, k]$, this shows that, if $s_j \in [-n+1, k]$ then $s_{j+1} \in [-n+1,k]$. $\square$.
Lemma 2: The sequence $s_j$ repeats a value. (In the example, the values $0$, $2$ and $3$ are repeated.)
Let's suppose that the game ends when we try to draw from the $B$ stack; the other case is similar. So we must make $k+1$ attempts to draw from the $B$-stack (including the attempt that fails). At the time that we make each attempt, $s_j$ is positive. So we have $k+1$ positive values of $s_j$. By Lemma 1, each of these values lies in $[1,k]$. So some value must appear more than once. $\square$
Proof of the result Let $s_i=s_j$. Then the set of $A$ cards which are dealt between $s_i$ and $s_j$ must have the same value as the set of $B$ cards. For example, if we use the repeated $3$'s in the example sequence, then we see that $-1-1-2+4=0$ or, in other words, $4=1+1+2$. $\square$