Again (I've remarked it earlier) $\mathcal{A}_n < \mathcal{A}_{n+1}$ must mean that $\mathcal{A}_n$ is strictly refined by $\mathcal{A}_{n+1}$.
As a general background, see Munkres' book §13, or Wikipedia to find the two criteria that a collection of sets $\mathcal{A}$ has to obey in order to be a base for some topology on a set $X$:
- $\bigcup \mathcal{A} = X$.
- For all $A_1, A_2 \in \mathcal{A}: \forall x \in A_1 \cap A_2: \exists A_3 \in \mathcal{A}: x \in A_3 \subseteq A_1 \cap A_2$.
And for your collection 1. is obvious as for every $n$ we already have $\bigcup \mathcal{A}_n =X$ so certainly this holds for the larger collection $\mathcal{A}$.
And to see 2.: if we have $A_1, A_2 \in \mathcal{A}$, there are $n,m$ such that $A_1 \in \mathcal{A}_n$ and $A_2 \in \mathcal{A}_m$. WLOG $n < m$ so $\mathcal{A}_n$ is strictly refined by $\mathcal{A}_m$, so $A_1$ is a (strict) superset of some $A'_1 \in \mathcal{A}_m$. So either $A'_1 \cap A_2$ is empty or $A_1'= A_2$ (because they both live in $\mathcal{A}_m$) In the former case $A_1 \cap A_2$ is empty and 2. is voidly fulfilled, in the latter case $A_2 \subsetneq A_1$ and we can take $A_3 = A_2$ to fulfill it.
This shows that $\mathcal{A}$ is a base for some topology $\mathcal{T}(\mathcal{A})$ which is the smallest topology that contains $\mathcal{A}$ as a subset and consists of all unions of subfamilies of $\mathcal{A}$. So $\mathcal{T}(\mathcal{A})$ is a coarser topology than $\mathcal{T}_X$ because all members of $\mathcal{A}$ are open in $\mathcal{T}_X$.
In fact the topology indeed equals $\mathcal{T}_X$, because it is Hausdorff: If $x \neq y$, find $n$ so large that $\frac{1}{n} < d(x,y)$. Then $x \in A_1 \in \mathcal{A}_n, y \in A_2 \in \mathcal{A}_n$ for some $A_1, A_2$ and we cannot have $A_1 =A_2$ or else $\operatorname{diam}(A_1)\ge d(x,y) > \frac{1}{n}$, contradicting property 2., so $A_1 \cap A_2 = \emptyset$ and so $(X,\mathcal{T}(\mathcal{A}))$ is Hausdorff. Then the identity map $1_X$ from $(X,\mathcal{T}_X)$ to $(X,\mathcal{T}(\mathcal{A}))$ is continuous (as all members of $\mathcal{A}$ are open in $\mathcal{T}_X$) and a bijection and closed (as a continuous map from a compact to a Hausdorff space) and hence a homeomorphism, hence open, and this implies $$\mathcal{T}_X = \mathcal{T}(\mathcal{A})$$
which shows that $\mathcal{A}$ is a base for $X$.