[step:Establish that $d(\cdot, \partial\Omega)$ is concave on $\Omega$]Let $z, w \in \Omega$ and $t \in [0,1]$. We claim
\begin{align*}
d((1-t)z + tw, \partial\Omega) \geq (1-t)\,d(z, \partial\Omega) + t\,d(w, \partial\Omega).
\end{align*}
Since $\Omega$ is convex, for any $p \in \Omega$ and any $r > 0$ with $B(p, r) \subset \Omega$, the open ball $B(p, r)$ is contained in $\Omega$. In particular, $B(z, d(z, \partial\Omega)) \subset \Omega$ and $B(w, d(w, \partial\Omega)) \subset \Omega$. The convex combination of these two balls is
\begin{align*}
(1-t)\,B(z, d(z, \partial\Omega)) + t\,B(w, d(w, \partial\Omega)) = B\!\big((1-t)z + tw,\; (1-t)\,d(z, \partial\Omega) + t\,d(w, \partial\Omega)\big),
\end{align*}
where the equality uses the fact that the Minkowski sum of two balls $B(a, r_1) + B(b, r_2) = B(a+b, r_1+r_2)$ after appropriate rescaling by $(1-t)$ and $t$. Since $\Omega$ is convex, the Minkowski combination $(1-t)A + tB \subset \Omega$ for any $A, B \subset \Omega$. Therefore
\begin{align*}
B\!\big((1-t)z + tw,\; (1-t)\,d(z, \partial\Omega) + t\,d(w, \partial\Omega)\big) \subset \Omega,
\end{align*}
which gives $d((1-t)z + tw, \partial\Omega) \geq (1-t)\,d(z, \partial\Omega) + t\,d(w, \partial\Omega)$.[/step]