Let $\kappa$ be a cardinal, and let $P$ be a poset. Let $\mathcal{P}_\kappa^\downarrow(P)$ be the poset of $\kappa$-small downward-closed subposets of $P$. Then according to a reliable source, when $\kappa$ is regular, we can show that $\mathcal{P}^\downarrow_\kappa(P)$ is $\kappa$-filtered by showing that given some $\kappa$-small family $$A_i:I\to \mathcal{P}^\downarrow_\kappa(P)\quad |I|<\kappa$$

the downward closure of the union over this family, $\operatorname{Cl}^\downarrow(\bigcup_{i\in I}A_i)$, is $\kappa$-small (which gives a majorant for the family $A_i$).

However, since I have no experience at all working with regular cardinals, I'm not really sure how to make heads or tails of this. Why does the regularity of $\kappa$ imply that the downward-closure of that union is $\kappa$-small?