[solution]
**Step 1 (Lipschitz continuity).** Let $x, y \in X$. For any $a \in A$, the triangle inequality gives $d(x, a) \le d(x, y) + d(y, a)$. Taking the infimum over $a \in A$:
\begin{align*}
d_A(x) = \inf_{a \in A} d(x, a) \le d(x, y) + \inf_{a \in A} d(y, a) = d(x, y) + d_A(y).
\end{align*}
Rearranging: $d_A(x) - d_A(y) \le d(x, y)$. Symmetrically, $d_A(y) - d_A(x) \le d(x, y)$. Therefore $|d_A(x) - d_A(y)| \le d(x, y)$, so $d_A$ is Lipschitz with constant $1$, hence continuous.
**Step 2 (Characterise $d_A(x) = 0$).** We show $d_A(x) = 0$ if and only if $x \in \overline{A}$.
*Forward:* Suppose $d_A(x) = 0$. Then $\inf_{a \in A} d(x, a) = 0$, so for every $n \in \mathbb{N}$ there exists $a_n \in A$ with $d(x, a_n) < 1/n$. Every open ball $B(x, \varepsilon)$ contains $a_n$ for $n > 1/\varepsilon$, so $B(x, \varepsilon) \cap A \neq \varnothing$. Therefore $x \in \overline{A}$.
*Reverse:* Suppose $x \in \overline{A}$. For every $n \in \mathbb{N}$, the ball $B(x, 1/n)$ meets $A$, so there exists $a_n \in A$ with $d(x, a_n) < 1/n$. Therefore $0 \le d_A(x) \le d(x, a_n) < 1/n$ for all $n$, giving $d_A(x) = 0$.
**Step 3 (Conclusion).** The distance function $d_A$ is $1$-Lipschitz, and $\overline{A} = d_A^{-1}(\{0\})$. Since $d_A$ is continuous and $\{0\}$ is closed in $\mathbb{R}$, this gives an alternative proof that $\overline{A}$ is closed. $\blacksquare$
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