Facts first:
- If $A\ne \varnothing$, then $\bigcup A$ and $\bigcap A$ are both sets and $\bigcap A\subseteq \bigcup A$.
- If $A =\varnothing$, then $\bigcup A=\varnothing$, and $\bigcap A$ does not exist (as a set).
Whether your statement is a reasonable expression of this state of facts is more a question of language and communication, than one of hard mathematical truth. You certainly have a defensible position that it is not wrong. But still it sounds pretty odd, because in order to be right, it has to be speaking of "the" intersection of a collection of sets in a situation where there is no such intersection at all.
Other than winning bar bets because the claim tricks the listener into not considering the empty collection, I have doubts that your claim serves a useful communicative purpose, standing alone.
We could imagine uttering that claim while trying to develop an automatic proof verification system, where someone had implemented a rule that $\bigcap A\subseteq \bigcup A$ for general $A$. But then it would be much better communication to actually point at the concrete problem for $A=\varnothing$ than to merely deny that the rule is valid.
In any case, this is not a problem that is specific to set theory. We could get mostly the same discussion out of considering a statement in arithmetics such as
$\frac 1 x \cdot x$ is not necessarily $1$.