Let $S$ be the unit hypersphere in $\mathbb{R}^n$, and let $A_1$ and $A_2$ be two disjoint spherical caps of $S.$ The spherical caps include all their boundary points except the ones on the hyperplane that cuts them off. See figure demonstrating $S\setminus A_1$).
I want to show that: $$conv(S\setminus A_1) \cap conv(S\setminus A_2) = conv((S\setminus A_1) \cap (S \setminus A_2)).$$
The following direction is easy: $$conv((S \setminus A_1) \cap (S \setminus A_2)) \subseteq conv(S \setminus A_1) \cap conv(S \setminus A_2).$$ We can show it directly from the definition of convexity as follows.
Let $p \in conv((S \setminus A_1) \cap (S \setminus A_2))$, then $\exists \lambda: 0 \leq \lambda \leq 1$, and $\exists p_1, p_2 \in (S \setminus A_1) \cap (S \setminus A_2)$ s.t. $p=\lambda p_1 + (1-\lambda)p_2$. Then we have $p_1 \in S \setminus A_1, p_2 \in S \setminus A_1$, which implies $p \in conv(S \setminus A_1)$. Similarly, we have $p_1 \in S \setminus A_2$, and $p_2 \in S \setminus A_2$, which implies $p \in conv(S \setminus A_2)$, which completes one direction of the proof.
Even though the other direction also seems very intuitive, I am not able to move forward yet. Note that, I haven't used the disjointness of $A_1$ and $A_2$ in the previous direction, but it is easy to see that the other direction:
$$conv(S \setminus A_1) \cap conv(S \setminus A_2) \subseteq conv((S \setminus A_1) \cap (S \setminus A_2)),$$
does not hold when $A_1$ and $A_2$ are not disjoint spherical caps.
Any ideas are appreciated!
Edit: I would like a technique that works for an arbitrary number of spherical cap $A_i$'s, not just two.