I can make sense of why these two equations are not equivalent intuitively but I cannot prove them on paper.
For $x\in\cap_{i \in I}(A_i\cup B_i)$ I end up with:
$\forall(i \in I \rightarrow (x \in A_i \lor x \in B_i)$)
which to me is equivalent to what I get for the other equation $x \epsilon (\cap_{i \in I}A_i)\cup(\cap_{i \in I}B_i)$:
$\forall i \in Ix \in A_i \lor \forall i \in Ix \in B_i$
because if I were to simplify $\forall i \in Ix \in A_i \lor \forall i \in Ix \in B_i$, I would essentially get $\forall (i \in I \rightarrow (x \in A_i \lor x \in B_i))$.
Thank you.