Let $\mathcal E$ be a set having the same cardinality as $\mathbb{R}$, and let $\mathcal E _\sigma:=\{\cup_{n=1}^{\infty}E_n:(E_n)\subset\mathcal E\}$. The goal is to show that $\mathcal E _\sigma$ has the same cardinality as $\mathbb{R}$.
The notes am reading give the following proof:
Since $\mathcal E\subset\mathcal E _\sigma$, $\mathcal E$ has cardinality less than $ \mathcal E _\sigma$. Conversely, there is an obvious map from $\prod_{n=1}^{\infty} \mathcal E$ onto $ \mathcal E _\sigma$, so $ \mathcal E _\sigma$ has cardinality less than $\prod_{n=1}^{\infty} \mathcal E$. But from a previous exercise $\text{card}\big( \prod_{n=1}^{\infty} \mathcal E\big)=\text{card}\big( \prod_{n=1}^{\infty} \mathbb R\big)=\text{card}(\mathbb R)$, so we are done.
The converse part of the proof shows that there exist a surjection from $\mathbb R$ onto $\mathcal E _\sigma$, but to apply Schroeder-Bernstein I need an injection from $\mathcal E _\sigma$ into $\mathbb R$, and to obtain such an injection from the previous surjection usually requires the axiom of choice (see here).
Is there a way to avoid using the axiom of choice for this proof? The problem I see is that given $E\in\mathcal E _\sigma$ there is no definitive rule for choosing a sequence $(E_n)\subset\mathcal E$ with $E=\cup_{n=1}^{\infty}E_n$.