Suppose $X$ is a CW complex and $X_n$ is the $n$th skeleton. Suppose that for $k=0, \dots n$ we have defined partitions of unity $(\psi_\alpha^k)$ for $X_k$ subordinate to $(U_\alpha^k)$ satisfying the following property for each $\alpha \in A$ and each $k$: If $\psi_\alpha^{k-1} \equiv 0$ on an open subset $V \subset X_{k-1}$, then there is an open subset $V' \subset X_k$ containing $V$ on which $\psi_\alpha^k \equiv 0.$
This property is used in showing local finiteness of the partition of unity. If $x \in X_n,$ because $\psi_\alpha^n \equiv 0$ except when $\alpha$ is one of finitely many indices, and then the above property shows that $\psi_\alpha^{n+1} \equiv 0$ on $V'$ except when $\alpha$ is one of the same indices.
However, I cannot see how this is true. If the index set $A$ is infinite, then we cannot take intersections of the open sets. How can we ensure this?