Fix $N \in \mathbb{N}$. Result
R1130: Intersection is largest lower bound yields the inclusion
\begin{equation}
\bigcap_{n = 0}^{\infty} \bigcup_{m = n}^{\infty} E_m
\subseteq \bigcup_{m = N}^{\infty} E_m
\end{equation}
Applying now the results
we have the inequalities
\begin{equation}
\mu \left( \bigcap_{n = 0}^{\infty} \bigcup_{m = n}^{\infty} E_m \right)
\leq \mu \left( \bigcup_{m = N}^{\infty} E_m \right)
\leq \sum_{m = N}^{\infty} \mu(E_m)
\leq \sum_{m = 0}^{\infty} \mu(E_m)
< \infty
\end{equation}
Since $\sum_{m = 0}^{\infty} \mu(E_m) < \infty$, then we can apply result
R4488: Tails of convergent unsigned basic real series converge to zero to establish the limit
\begin{equation}
\lim_{N \to \infty} \sum_{m = N}^{\infty} \mu(E_m)
= 0
\end{equation}
Since $\mu \geq 0$ then this, the above bound, and result
R1096: Squeeze theorem for basic sequences imply
\begin{equation}
\mu \left( \bigcap_{n = 0}^{\infty} \bigcup_{m = n}^{\infty} E_m \right)
= 0
\end{equation}
Finally, we can use
R2371: Equivalent characterisations of membership in a limit superior for sequences of sets to connect the two claims as follows
\begin{equation}
\mu \left( \bigcap_{n = 1}^{\infty} \bigcup_{m = n}^{\infty} E_m \right)
= \mu(\{ x \in X : \# \{ n \in \mathbb{N} : x \in E_n \} = \infty \})
= 0
\end{equation}
$\square$