Note that $$B_2 = \bigcup_{i=1}^{n-1} (A_i \cap A_n) = \left(\bigcup_{i=1}^{n-1} A_i \right) \cap A_n$$
and
$$\begin{align*} B_1 &= \left( \bigcup_{i=1}^n A_i \right) \backslash \left( \bigcup_{i=1}^{n-1} A_i \right) \\\ &= \left( \bigcup_{i=1}^{n-1} A_i \cup A_n \right) \backslash \left( \bigcup_{i=1}^{n-1} A_i \right) \\\ &= \underbrace{\left[ \left( \bigcup_{i=1}^{n-1} A_i \right) \backslash \bigcup_{i=1}^{n-1} A_i \right]}_{\emptyset} \cup \left[ A_n \backslash \bigcup_{i=1}^{n-1} A_i \right] \\\ &= A_n \backslash \left( \bigcup_{i=1}^{n-1} A_i \right). \end{align*}$$
Hence,
$$A_n = \left( A_n \backslash \bigcup_{i=1}^{n-1} A_i \right) \cup \left( A_n \cap \bigcup_{i=1}^{n-1} A_i \right) = B_1 \cup B_2.$$