Proof.
(We observe that X is separated and finite type as a locally closed subscheme of a projective space.) Let us use the notation introduced above the statement of the lemma. We consider the projections
\xymatrix{ \mathbf{A}^ r_ k \times _ k X \ar[d] & H_{univ} \ar[l] \ar[ld]^ p \ar[r] \ar[rd]_ q & \mathbf{A}^ r_ k \times _ k X \ar[d] \\ X & & \mathbf{A}^ r_ k }
Let \Sigma \subset H_{univ} be the singular locus of the morphsm q : H_{univ} \to \mathbf{A}^ r_ k, i.e., the set of points where q is not smooth. Then \Sigma is closed because the smooth locus of a morphism is open by definition. Since the fibre of a smooth morphism is smooth, it suffices to prove q(\Sigma ) is contained in a proper closed subset of \mathbf{A}^ r_ k. Since \Sigma (with reduced induced scheme structure) is a finite type scheme over k it suffices to prove \dim (\Sigma ) < r This follows from Lemma 33.20.4. Since dimensions aren't changed by replacing k by a bigger field (Morphisms, Lemma 29.28.3), we may and do assume k is algebraically closed. By dimension theory (Lemma 33.20.4), it suffices to prove that for x \in X \setminus Z closed we have p^{-1}(\{ x\} ) \cap \Sigma has dimension < r - \dim (X') where X' is the unique irreducible component of X containing x. As X is smooth over k and x is a closed point we have \dim (X') = \dim \mathfrak m_ x/\mathfrak m_ x^2 (Morphisms, Lemma 29.34.12 and Algebra, Lemma 10.140.1). Thus we win if
\dim p^{-1}(x) \cap \Sigma < r - \dim \mathfrak m_ x/\mathfrak m_ x^2
for all x \in X closed.
Since V globally generated \mathcal{L}, for every irreducible component X' of X there is a nonempty Zariski open of \mathbf{A}^ r such that the fibres of q over this open do not contain X'. (For example, if x' \in X' is a closed point, then we can take the open corresponding to those vectors v \in V such that \psi (v) does not vanish at x'. This open will be the complement of a hyperplane in \mathbf{A}^ r_ k.) Let U \subset \mathbf{A}^ r be the (nonempty) intersection of these opens. Then the fibres of q^{-1}(U) \to U are effective Cartier divisors on the fibres of U \times _ k X \to U (because a nonvanishing section of an invertible module on an integral scheme is a regular section). Hence the morphism q^{-1}(U) \to U is flat by Divisors, Lemma 31.18.9. Thus for x \in X closed and v \in V = \mathbf{A}^ r_ k(k), if (x, v) \in H_{univ}, i.e., if x \in H_ v then q is smooth at (x, v) if and only if the fibre H_ v is smooth at x, see Morphisms, Lemma 29.34.14.
Consider the image \psi (v)_ x in the stalk \mathcal{L}_ x of the section corresponding to v \in V. We have
x \in H_ v \Leftrightarrow \psi (v)_ x \in \mathfrak m_ x\mathcal{L}_ x
If this is true, then we have
H_ v\text{ singular at }x \Leftrightarrow \psi (v)_ x \in \mathfrak m_ x^2\mathcal{L}_ x
Namely, \psi (v)_ x is not contained in \mathfrak m_ x^2\mathcal{L}_ x \Leftrightarrow the local equation for H_ v \subset X at x is not contained in \mathfrak m_ x^2 \Leftrightarrow \mathcal{O}_{H_ v, x} is regular (Algebra, Lemma 10.106.3) \Leftrightarrow H_ v is smooth at x over k (Algebra, Lemma 10.140.5). We conclude that the closed points of p^{-1}(x) \cap \Sigma correspond to those v \in V such that \psi (v)_ x \in \mathfrak m_ x^2\mathcal{L}_ x. However, as \varphi _{\mathcal{L}, \psi } is an immersion the map
V \longrightarrow \mathcal{L}_ x/\mathfrak m_ x^2\mathcal{L}_ x
is surjective (small detail omitted). By the above, the closed points of the locus p^{-1}(x) \cap \Sigma viewed as a subspace of V is the kernel of this map and hence has dimension r - \dim \mathfrak m_ x/\mathfrak m_ x^2 - 1 as desired.
\square
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