[step:Use the support function representation to prove monotonicity]
First consider the edge case $n=1$. A convex body $C \in \mathcal{K}^1$ is a compact interval $[\alpha_C,\beta_C]$ with $\alpha_C,\beta_C \in \mathbb{R}$ and $\alpha_C \le \beta_C$. Applying the defining polynomial to the single body $C$ gives
\begin{align*}
\operatorname{Vol}_1(tC)=tV(C)
\end{align*}
for $t \ge 0$, while one-dimensional Lebesgue volume gives
\begin{align*}
\operatorname{Vol}_1(tC)=t(\beta_C-\alpha_C).
\end{align*}
Hence $V(C)=\beta_C-\alpha_C$. If $L \subset M$, interval length is monotone under inclusion, so $V(L) \le V(M)$.
Assume now that $n \ge 2$. For a convex body $C \in \mathcal{K}^n$, define its [support function](/page/Support%20Function)
\begin{align*}
h_C : S^{n-1} &\to \mathbb{R} \\
u &\mapsto \sup_{x \in C} x \cdot u.
\end{align*}
We use the [Mixed Surface Area Measure Formula](/page/Mixed%20Surface%20Area%20Measure): for fixed nonempty compact convex bodies $K_2,\dots,K_n \in \mathcal{K}^n$, there exists a finite positive Borel measure $S(K_2,\dots,K_n;\cdot)$ on $S^{n-1}$ such that, for every nonempty compact convex body $C \in \mathcal{K}^n$,
\begin{align*}
V(C,K_2,\dots,K_n)
=
\frac{1}{n}
\int_{S^{n-1}} h_C(u)\, dS(K_2,\dots,K_n;u).
\end{align*}
The hypotheses of this representation are satisfied because $K_2,\dots,K_n$ and $C$ are convex bodies, hence nonempty compact convex subsets of $\mathbb{R}^n$; compactness makes each support function finite, and convex-body regularity gives continuity on the compact sphere $S^{n-1}$. The measure $S(K_2,\dots,K_n;\cdot)$ is positive by the cited formula.
Assume $L \subset M$. For every $u \in S^{n-1}$, taking the supremum over the smaller set gives
\begin{align*}
h_L(u)=\sup_{x \in L} x\cdot u \le \sup_{x \in M} x\cdot u=h_M(u).
\end{align*}
Since $S(K_2,\dots,K_n;\cdot)$ is a positive finite Borel measure, integration preserves pointwise inequalities of continuous functions. Therefore
\begin{align*}
V(L,K_2,\dots,K_n)
&=
\frac{1}{n}
\int_{S^{n-1}} h_L(u)\, dS(K_2,\dots,K_n;u) \\
&\le
\frac{1}{n}
\int_{S^{n-1}} h_M(u)\, dS(K_2,\dots,K_n;u) \\
&=
V(M,K_2,\dots,K_n).
\end{align*}
By symmetry, monotonicity holds in every argument.
[/step]