I just saw the following theorem:
Theorem Let $\alpha:[a,b] \to \mathbb{R}$ be a mapping. If the Riemann-Stieltjes integral $$I(f) := \int_a^b f(t) \, d\alpha(t)$$ exists for all continuous functions $f:[a,b] \to \mathbb{R}$, then $\alpha$ is of bounded variation.
in this answer.
but I'm confused by this step in the proof:
Since, by assumption, $I^{\Pi}(f) \to I(f)$ as $|\Pi| \to 0$ for all $f \in C[a,b]$, we have $$\sup_{\Pi} |I^{\Pi}(f)| \leq c_f < \infty$$
Does he use the fact that if $a_n$ converge, then $\sup_n a_n<\infty$ ? But I have heard from someone that the convergence of Riemann sums is a kind of "net convergence", does this convergence have the same property of ordinary convergence?