I will give you an intuitive proof by induction on the length of the word. We will prove a stronger statement:
Every $w$ in $L(R_1)$ and $L(R_2)$ is of the form $w=w_1...w_n$ where each word $w_i$ is in $L(A)$ or $L(B)$ or $w$ is the empty string.
It is definitely true for the base case $|w| = 0$, since it is easy to see that the empty word is in both $L(R_1)$ and $L(R_2)$. Therefore assume it is true for $|w| = 1,...,n$. Suppose that $|w|$ has length $n+1$. By Lemma 1 (below) we see that of the following
- $w = w'a$ for some $a \in L(A)$,
- $w = w'b $ for some $b \in L(B)$,
- or $w \notin R_1,R_2$
must be true. If the first or second case occurs then the induction hypothesis implies that $w$ is of the form $w=w_1...w_k$ where each word $w_i$ is in $L(A)$ or $L(B)$ (by modifying the argument in Lemma 1). If the third case is true then $w \notin R_1,R_2$ as is needed.
Lemma 1 One of the three cases above must be true and case 3 is mutually exclusive with the other two cases
(Proof): The reduction to the 3 cases can be rigorously proven by induction on the exponent that witnesses the statement $ x \in L(X^*) \iff (\exists n \in \mathbb{N}) \ x \in L(X)^n$; i.e. either $x = \emptyset_{\textrm{word}} $ or $x \in L(X)$ or $x \in L(X)\times L(X)$ or $x \in L(X)\times L(X)\times L(X)$ ...
Setting $X = A+B$ we see that this statement is immediately true and setting $X = A^* B^*$ requires a second similar induction for the two possible cases $x \in A^*$ or $x \in B^*$. Essentially this proof is turtles all the way down. QED