Copying from this question, let $(S, \Sigma, \mu)$ be a measure space. (Part of) Scheffé's lemma states:
Suppose $\{f_n\}_{n \in \mathbb{N}}, f \in \mathscr{L}^1 (S, \Sigma, \mu)$ and $\lim_{n \to \infty} f_n(s) = f(s)$ $\forall s \in S$ or a.e. in S. Then $$\lim_{n \to \infty} \int_S |f_n - f| \mathrm{d}\mu = 0 \iff \lim_{n \to \infty} \int_S |f_n| \mathrm{d}\mu = \int_S |f| \mathrm{d}\mu.$$
Integrating over $S$ seems restrictive, in the sense that if $f_n$ and $f$ are density functions, $S$ is the sample space and $\mu$ is the probability measure, then the lemma only involves definite integrals. Is Scheffé's lemma true if you replace $S$ with $A \in \Sigma$, so that CDFs become relevant?
Appreciate guidance on why or why not.