[guided]We now convert the set inclusion into the functional hypothesis required by Prékopa-Leindler. Define
\begin{align*}
f: \mathbb{R}^n &\to [0,\infty) \\
x &\mapsto \mathbb{1}_{K_\lambda}(x),
\end{align*}
\begin{align*}
g: \mathbb{R}^n &\to [0,\infty) \\
y &\mapsto \mathbb{1}_{L_\lambda}(y),
\end{align*}
and
\begin{align*}
h: \mathbb{R}^n &\to [0,\infty) \\
z &\mapsto \mathbb{1}_{K+L}(z).
\end{align*}
These functions are measurable because $K_\lambda$, $L_\lambda$, and $K+L$ are compact.
The Prékopa-Leindler hypothesis asks us to compare $h(\lambda x+(1-\lambda)y)$ with $f(x)^\lambda g(y)^{1-\lambda}$. If either $x \notin K_\lambda$ or $y \notin L_\lambda$, then $f(x)^\lambda g(y)^{1-\lambda}=0$, so the desired inequality is automatic because $h$ is nonnegative. If $x \in K_\lambda$ and $y \in L_\lambda$, then
\begin{align*}
\lambda x+(1-\lambda)y \in \lambda K_\lambda+(1-\lambda)L_\lambda=K+L,
\end{align*}
so $h(\lambda x+(1-\lambda)y)=1$. Therefore, for all $x,y \in \mathbb{R}^n$,
\begin{align*}
h(\lambda x+(1-\lambda)y) \geq f(x)^\lambda g(y)^{1-\lambda}.
\end{align*}
We may now apply the Prékopa-Leindler inequality (citing a result not yet in the wiki: Prékopa-Leindler Inequality). Its hypotheses are satisfied: $f,g,h$ are nonnegative measurable functions on $\mathbb{R}^n$, the parameter satisfies $\lambda \in (0,1)$, and the pointwise interpolation inequality has just been verified. It gives
\begin{align*}
\int_{\mathbb{R}^n} h(z)\,d\mathcal{L}^n(z)
\geq
\left(\int_{\mathbb{R}^n} f(x)\,d\mathcal{L}^n(x)\right)^\lambda
\left(\int_{\mathbb{R}^n} g(y)\,d\mathcal{L}^n(y)\right)^{1-\lambda}.
\end{align*}
Because $f,g,h$ are indicator functions of compact sets, their integrals are exactly the Lebesgue measures of those sets. Hence
\begin{align*}
\mathcal{L}^n(K+L)
\geq
\mathcal{L}^n(K_\lambda)^\lambda
\mathcal{L}^n(L_\lambda)^{1-\lambda}.
\end{align*}[/guided]