I know that they are equivalent if we have $\cap$ instead of $\cup$.
If we start from left, we have:
$X \in P(A) \cup P(B)$
$X \subset A \lor X \subset B$
If we start from right, we have:
$X \in P(A \cup B)$
$X \subset (A \cup B)$
And now, how do we proceed proving that they are not equivalent?