Let $l := [G:H], m := [G:K], h_1,...,h_m,k_1,...,k_l \in G$ and $G$ be partitioned as $$G=h_1H \cup ... \cup h_lH = k_1K \cup ... \cup k_mK$$
I will find $a_1,...a_n \in G$ s.t. $G$ is partitioned as $$G=a_1(H \cap K) \cup ... \cup a_n(H \cap K)$$ which means $n=[G:H \cap K] < \infty$.
Let $b_1 \in G$. Then $\exists i_1 \in \{1,...,m\}, j_i \in \{1,...,l\}$ s.t. $b_1 \in h_{i_1}H \cap k_{j_1}K=b_1H \cap b_1K = b_1(H \cap K)$. Next, let $b_2 \in G \ \setminus \ b_1(H \cap K)$. Then $b_2 \in b_2(H \cap K)$ where $b_2(H \cap K) \cap b_1(H \cap K) = \emptyset$ because $$b_1H \cap b_2H = h_{i_1}H \cap h_{i_2}H = \emptyset = k_{j_1}K \cap k_{j_2}K = b_1K \cap b_2K$$
where $$h_{i_2}H=b_2H, k_{j_2}K=b_2K, i_2 \in \{1,...,m\} \ \setminus \ \{i_1\}, j_2 \in \{1,...,l\} \ \setminus \ \{j_1\}$$ This process continues at most $lm$ times for $a_p=b_p, p \in \{1,2,...,n\}$ Thus, $n \le lm < \infty.$