I try to develop Bayesian estimation for one dimensional Gaussian with unknown $\mu$ and known $\sigma$. I got \begin{align} p(x|D) &= \int p(x|\mu)p(\mu|D) d\mu \\ &=\int \frac{1}{\sigma \sqrt{2\pi}}\exp\left(-\frac{1}{2}\left(\frac{x-\mu}{\sigma}\right)^2\right)\frac{1}{\sigma_n\sqrt{2\pi}}\exp\left(-\frac{1}{2}\left(\frac{\mu-\mu_n}{\sigma_n}\right)^2\right)d\mu \\ &= \frac{1}{2\pi\sigma\sigma_n}\exp\left(-\frac{1}{2}\frac{\left(x-\mu_n\right)^2}{\sigma^2+\sigma_n^2}\right)f(\sigma,\sigma_n) \\ &\text{ where } \\ f(\sigma,\sigma_n) &= \int \exp\left(-\frac{1}{2}\frac{\sigma^2+\sigma_n^2}{\sigma^2\sigma_n^2}\left(\mu-\frac{\sigma_n^2x+\sigma^2\mu_n}{\sigma^2+\sigma_n^2}\right)^2\right)d\mu \end{align}
Now, It says that $p(x|D)$ is proportional to $$\exp\left(-\frac{1}{2}\frac{\left(x-\mu_n\right)^2}{\sigma^2+\sigma_n^2}\right)$$ as a function of x and hence $p(x|D)$ is normally distributed with mean $\mu_n$ and variance $\sigma^2+\sigma_n^2$.
I am asking for an explanation and/or proof for why $p(x|D)$ is proportional to the $\exp$ term $\Rightarrow p(x|D)$ distibuted normally.
Edit: this answer I got is general. I am asking for an explanation for this case.