To prove this , you need only a counter example.
Consider the metric space , real line $\;\mathbb{R}\;$ with the usual metric.
Consider the open ball $\;B(0,1)\;$
We can easily prove that $\;\;B(0,1)\;=\;\displaystyle \bigcup_{n=1}^{n=\infty}\;B[\frac{1 } {n} ,1-\frac{1}{n}]\;.\;$
This example shows that union of closed balls in a metric space need not be a closed ball.
It also proves that the union of closed sets need not be a closed set.
Tips:
Consider $\;\mathbb{R}\;$with usual metric.
If $\;a<b\;,\;$we have $\;\;(a,b)\;=\;\displaystyle \bigcup_{n=1}^{n=\infty}\;[\;a+\frac{1}{n}\;,\;b-\frac{1}{n}\;]\;\;$
and $\;\;[a,b]\;=\;\displaystyle \bigcap_{n=1}^{n=\infty}\;(\;a-\frac{1}{n}\;,\;b+\frac{1}{n}\;)\;\;$
Using the second identity we can show that in a metric space, intersection of open balls need not be an open ball and the intersection of open sets need not be an open set.
The same idea can be extended to the case of n-dimensional Euclidean space $\;\mathbb{R}^{n}\;\;$with the usual metric also.
If $\;r>0\;,\;a\;\in\;\mathbb{R}^{n}\;\;$then we have $\;\;B\;(a,r)\;=\;\displaystyle \bigcup_{n=1}^{n=\infty}\;B\;[\;a\;,\;r-\frac{1}{n}\;]\;\;$
and $\;\;B\;[a,r]\;=\;\displaystyle \bigcap_{n=1}^{n=\infty}\;B\;(\;a\;,\;r+\frac{1}{n}\;)\;\;$