Let $\mathsf{Covers}(E)$ and $\mathsf{Covers}(F)$ each denote the set of countable coverings of $E$ and $F$, respectively, consisting of open $D$-intervals. By definition, if $\{ I_n \}_{n \in \mathbb{N}}$ is such a covering for $F$, then $F \subseteq \bigcup_{n \in \mathbb{N}} I_n$. Since $E \subseteq F$, then also $E \subseteq \bigcup_{n \in \mathbb{N}} I_n$. That is, every such covering for $F$ is also a covering for $E$. Therefore, if $\mathsf{Vol}$ denotes the
D1738: Euclidean real volume function on $\mathbb{R}^D$, then we have the inclusion
\begin{equation}
\left\{ \sum_{n \in \mathbb{N}} \mathsf{Vol}(I_n) : \{ I_n \}_{n \in \mathbb{N}} \in \mathsf{Covers}(F) \right\} \subseteq \left\{ \sum_{n \in \mathbb{N}} \mathsf{Vol}(I_n) : \{ I_n \}_{n \in \mathbb{N}} \in \mathsf{Covers}(E) \right\}
\end{equation}
Now
R1109: Antitonicity of infimum implies
\begin{equation}
\begin{split}
\ell^*(F)
= \inf_{\{ I_n \}_{n \in \mathbb{N}} \in \mathsf{Covers}(F)} \sum_{n \in \mathbb{N}} \mathsf{Vol}(I_n)
\geq \inf_{\{ I_n \}_{n \in \mathbb{N}} \in \mathsf{Covers}(E)} \sum_{n \in \mathbb{N}} \mathsf{Vol}(I_n)
= \ell^*(E)
\end{split}
\end{equation}
This concludes the proof. $\square$