If a group is the union of two subgroups, is one subgroup the group itself?

Suppose both $H,K$ are distinct and proper in $G$. Then pick $h\in H\setminus K$ and $k\in K\setminus H$.

In which of $K$ or $H$ or both does $hk$ lie?

Bonus information: as you noted, a group cannot be the union of two of its proper subgroups. It might be interesting to know, that research has been done on how this might generalize.

Theorem (Bruckheimer, Bryan and Muir) A group is the union of three proper subgroups if and only if it has a quotient isomorphic to $C_2 \times C_2$.

The proof appeared in the American Math. Monthly $77$, no. $1 (1970)$. The theorem seems to be proved earlier by the Italian mathematician Gaetano Scorza, I gruppi che possono pensarsi come somma di tre loro sottogruppi, Boll. Un. Mat. Ital. $5 (1926), 216-218$.

For 4, 5 or 6 subgroups a similar theorem is true and the Klein 4-group is for each of the cases replaced by some finite set of groups. For 7 subgroups however, it is not true: no group can be written as a union of 7 of its proper subgroups. This was proved by Tomkinson in 1997.

There is a nice overview paper by Mira Bhargava, Groups as unions of subgroups, The American Mathematical Monthly, $116$, no. $5, (2009)$.