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Taras Banakh
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The equality $\mathcal M_\tau(X)=\mathcal M_t(X)$ for a complete metric space $X$ follows from two facts:

  1. for any $\tau$-additive measure $\mu$ on $X$ its support $supp(\mu)$ (i.e., the set of points $x\in X$ whose any neighborhood $O_x$ has positive measure $\mu(O_x)$) has countable cellularity and hence is separable.

  2. Each $\sigma$-additive Borel measure on a Polish (= separable completely metrizable space) is Radon. This follows from the existence of metrizable compactifications of Polish spaces.

Taras Banakh
  • 41.8k
  • 3
  • 74
  • 183