Recall that $\bigcup_{i \in \mathbb{\mathbb{I}}}F(i) := \bigcup\{F(i):i\in\mathbb{I}\}=\bigcup\{F(i_1), F(i_2), \cdots \}$ Since $\mathbb{Q}$ is countable, there exists at least one bijection $\mathbb{N}\to\mathbb{Q}$, let it be $f$.
Notice that $\bigcup_{n \in \mathbb{N}} \{f(n)\}=\{f(0), f(1), \cdots\}$ is a subset of $\mathbb{Q}$.
Let $x \in \mathbb{Q}$. Then, since $f$ is surjective, there is an $n^* \in \mathbb{N}$ with $f(n^*)=x$. But notice $\{f(0), \cdots, x(=f(n^*))\}$ is a subset of $\{f(0), f(1), \cdots\}$, and therefore, $x \in \bigcup_{n \in \mathbb{N}}\{f(n)\}$.