Transitive relations are closed under intersection but not under union. Consider $R_1 = \{(1,2)\}$ and $R_2 = \{(2,3)\}.$ Now $R_1 \cup R_2 = \{(1,2), (2,3)\}$ which is not transitive as $(1,3)$ is not present despite $(1,2)$ and $(2,3)$ being there.