[guided]The purpose of the deleted join is to remember $r$ points chosen from pairwise disjoint faces, together with barycentric weights. A point of $X = K^{*r}_{\Delta}$ has the form
\begin{align*}
x = \lambda_1 x_1 + \cdots + \lambda_r x_r,
\end{align*}
where $\lambda_i \ge 0$, $\sum_i \lambda_i = 1$, and the active points $x_i$ with $\lambda_i > 0$ lie in pairwise disjoint faces of $K$.
We now encode both the weights and the images under $f$. Define
\begin{align*}
\Phi: X \to \mathbb{R}^r \oplus (\mathbb{R}^d)^r
\end{align*}
by
\begin{align*}
\Phi(\lambda_1 x_1 + \cdots + \lambda_r x_r) = \left((\lambda_1, \dots, \lambda_r),(\lambda_1 f(x_1), \dots, \lambda_r f(x_r))\right).
\end{align*}
This map is continuous because it is induced from the continuous map $f: K \to \mathbb{R}^d$ and the join coordinates.
The diagonal subspace
\begin{align*}
L = \{((a, \dots, a),(z, \dots, z)) : a \in \mathbb{R}, z \in \mathbb{R}^d\}
\end{align*}
records the forbidden situation: all weights equal and all weighted images equal. Let
\begin{align*}
\rho: \mathbb{R}^r \oplus (\mathbb{R}^d)^r \to L^\perp
\end{align*}
be orthogonal projection. The complement $L^\perp$ is exactly the part measuring deviation from the diagonal. Since the orthogonal complement of the constant vectors in $\mathbb{R}^r$ is $W_r$, we have an $S_r$-equivariant identification
\begin{align*}
L^\perp \cong W_r^{\oplus(d+1)}.
\end{align*}
We must check that $\rho(\Phi(x))$ never vanishes. If $\rho(\Phi(x)) = 0$, then $\Phi(x) \in L$. The first coordinate of $\Phi(x)$ is $(\lambda_1,\dots,\lambda_r)$, and because $\sum_i \lambda_i = 1$, membership in the constant-coordinate line forces
\begin{align*}
\lambda_1 = \cdots = \lambda_r = \frac{1}{r}.
\end{align*}
The second coordinate then gives
\begin{align*}
\frac{1}{r} f(x_1) = \cdots = \frac{1}{r} f(x_r),
\end{align*}
so $f(x_1)=\cdots=f(x_r)$. Since all $\lambda_i$ are positive, each $x_i$ belongs to one of the pairwise disjoint active faces of $K$. This produces a point in
\begin{align*}
f(\sigma_1) \cap \cdots \cap f(\sigma_r),
\end{align*}
contrary to the contradiction hypothesis.
Thus $\rho(\Phi(x)) \ne 0$ for every $x \in X$, so normalization is valid. We obtain
\begin{align*}
\Psi: X \to S(W_r^{\oplus(d+1)})
\end{align*}
by
\begin{align*}
\Psi(x) = \frac{\rho(\Phi(x))}{|\rho(\Phi(x))|}.
\end{align*}
All constructions commute with permutation of the $r$ labels, so $\Psi$ is $S_r$-equivariant.[/guided]