Let $(X,d)$ be a metric space and define for a bounded set $A\subset X$ and a point $x\in X$ the distance from $x$ to $A$ by $$ r(x,A) = \inf\{d(x,a):a\in A\}. $$ Define for closed bounded sets $A,B\subset X$ the Hausdorff distance $$ h(A,B) = \max\left\{\sup_{a\in A}r(a,B), \sup_{b\in B}r(A,b)\right\}. $$ The book I am using, Elementary Topology Problem Textbook, asks to prove that $h$ is a metric on the set $\mathcal K = \{A\subset X: A \text{ closed and bounded}\}$. I have two problems with this. First, if $A=\varnothing$ then for any $x\in X$ we have $r(x,A)=\inf\varnothing = +\infty$, so clearly $h$ cannot be a metric. This can be remedied by considering $\mathcal K = \{A\subset X: A \text{ closed, bounded, and nonempty}\}$.
My second concern is that $\mathcal K$ should really be $\{A\subset X: A \text{ compact}\}$. To show the triangle inequality for $h$, we first need the triangle inequality for $\rho$, where $\rho(A,B) = \sup_{a\in A}r(a,B)$. For this we need the property that for each $x\in X$ and $A\in\mathcal K$ there exists $a_x\in A$ such that $r(x,A)=d(x,a_x)$. In this paper, this is Property (3) of Theorem 1. The proof given relies on sequential compactness (which is equivalent to compactness in metric spaces).
Do we need to limit $\mathcal K$ to compact sets, or is it okay to define it on (nonempty) closed bounded sets, in order for $h$ to be a metric?