Here is an other proof for the case $H$ trivial.   

*Definition*: Let $\langle U,V \rangle$ be the direct sum of all the irreducible representations generated by the irreducible complex representations $U$ and $V$ of the finite group $G$, for $\otimes$.  

*Lemma*:  $G_{(U \otimes V)} \supset G_{(U)} \cap G_{(V)} =  G_{(\langle U,V \rangle)}$.  
*proof:* The first inclusion is clear. Next, if $G_{(U)} \cap G_{(V)} \subset G_{(W_i)}$, then $G_{(U)} \cap G_{(V)} \subset G_{(W_1)} \cap G_{(W_2)}$ $ \subset    G_{(W_1 \otimes W_2)}$,  so $G_{(U)} \cap G_{(V)} \subset G_{(\langle U,V \rangle)}$. Now,  $U,V \le \langle U,V \rangle$, so $G_{(\langle U,V \rangle)} \subset G_{(U)}, G_{(V)}$. $\square$  

Next by *Frobenius reciprocity*, if $W \le U \otimes V$ then $U \le W \otimes \overline{V}$ and $V \le \overline{U} \otimes W$.   
So $G_{(W \otimes \overline{V})} \subset G_{(U)}$ and $G_{(\overline{U} \otimes W)} \subset G_{(V)}$. Finally, $\langle W,\overline{V} \rangle = \langle W,V \rangle$ and $\langle \overline{U}, W  \rangle = \langle U, W \rangle$ (because $G$ is finite), so by the previous lemma: $G_{(U)} \cap G_{(W)}$ and  $G_{(W)} \cap G_{(V)} \subset G_{(U)} \cap G_{(V)}$. $\square$   

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*Remark on the general case*  
  
If $U^H = 0$ then $W^H = 0$, $\forall W \le U \otimes V$.   So if $G_{(V^H)} \neq G$  then   $G_{(U)} \cap G_{(W)} \not\subset G_{(U)} \cap G_{(V)}$. Ex: $G = S_4$, $H=G_1 = S_3$, $U$ the non-trivial $1$-dim. irr. rep., $V$ the $3$-dim. irr. rep. with $G_{(V^H)}=H$. 


Next, if $U^H, V^H \neq 0$, then for $[G:H] \le 30$ and $\vert G \vert \le 2.10^3$, every $W \le U \otimes V$ is working.  
Conclusion, the proof above "could" be generlalized by assuming $H$ core-free and $U^H,V^H \neq 0$.