Suppose $G=L\cup M\cup N$ with $L$, $M$, and $N$ proper subgroups of $G$. Recall that a group cannot be a union of two proper subgroups, so for each of $L$, $M$, and $N$, there exists an element that is not in the union of the other two.
Claim 1. $L\cap M=L\cap N$.
Let $u\in L\cap M$. If $u\notin N$, then let $n\in N\setminus (L\cup M)$. Then $un\notin N$, since $n\in N$ but $u\notin N$; and $un\notin L$, because $u\in L$ but $n\notin L$; and similarly $un\notin M$. Thus, $un\notin L\cup M\cup N$, a contradiction. Thus, if $u\in L\cap M$, then $u\in N$. Thus, $L\cap M\subseteq L\cap N$. The other inclusion follows symmetrically.
Claim 2. $L\cap M=L\cap N=M\cap N = L\cap M\cap N$.
The argument from Claim 1, mutatis mutandis, establishes this.
Claim 3. If $x,y\notin L$, then $xy\in L$.
Note that $x$ and $y$ each lie in at most one of $M$ and $N$, since $M\cap N\subseteq L$. If $x\in M\setminus (L\cup N)$ and $y\in N\setminus(L\cup M)$, then $xy\notin M\cup N$, hence $xy\in L$ and we are done. So assume that $x,y\in M\setminus (L\cup N)$. Let $z\in L\setminus (M\cup N)$; then $zx\notin L\cup M$, so $zx\in N\setminus (L\cup M)$, and since $y\in M\setminus(L\cup N)$ it follows that $z(xy)\notin M\cup N$, hence $z(xy)\in L$. Since $z\in L$, then $xy\in L$, as claimed.
Claim 4. If $x,y\notin M$, then $xy\in M$. If $x,y\notin K$, then $xy\in K$.
The argument from Claim 3, mutatis mutandis, establishes this claim.
Claim 5. $L\cap M\cap N\triangleleft G$.
Let $x\in L\cap M\cap N$, and $g\in G$. If $g$ is in at least two of $L$, $M$, and $N$, then it lies in all three so $gxg^{-1}\in L\cap M\cap N$. If $g$ is in exactly one of $L$, $M$, and $N$, say $L$, then $gx\notin M$, and $g^{-1}\notin M$, hence by Claim 4 we have $gxg^{-1}\in M$; likewise, $gx\notin N$, $g^{-1}\notin N$, so $gxg^{-1}\in N$. Thus $gxg^{-1}\in M\cap N = L\cap M\cap N$, which proves that $L\cap M\cap N$ is normal.
Corollary. $G/(L\cap M\cap N)$ is isomorphic to the Klein $4$-group.
Proof. The nontrivial elements of $G/(L\cap M\cap N)$ correspond to cosets represented by elements that lie in exactly one of $L$, $M$, and $N$. If $g$ and $g'$ lie in $L$ but not in $M\cup N$, then $g(L\cap M\cap N) = g'(L\cap M\cap N)$, since $g'^{-1}g\in L\cap M\cap N$ by Claims 3 and 4. That is, we have exactly one coset corresponding to elements in $L$ but not in the triple intersection, one for $M$, and one for $K$. Thus, $G/(L\cap M\cap N)$ has exactly four elements; by Claims 3 and 4, each element is of exponent $2$, so $G/(L\cap M\cap N)$ is the Klein $4$-group. $\Box$
Also worth noting:
Proposition. A group $G$ is a union of three proper subgroups if and only if $G$ has a quotient isomorphic to the Klein $4$-group.
Proof. The necessity was proven above. Conversely, the Klein $4$-group $C_2\times C_2$ is the union of its three nontrivial proper subgroups, so by the isomorphism theorems, if $G/N\cong C_2\times C_2$, then the pullbacks of these three subgroups are proper and their union is all of $G$. $\Box$