[guided]Fix $x,y \in X$. We want to compare the two numbers $\operatorname{dist}_A(x)$ and $\operatorname{dist}_A(y)$, but each is defined as an infimum over all points of $A$. The way to compare such infima is first to compare the quantities inside the infimum point by point.
Let $a \in A$ be arbitrary. Since $d$ is a metric on $X$, the triangle inequality applied to the triple $x,y,a \in X$ gives
\begin{align*}
d(x,a) \leq d(x,y)+d(y,a).
\end{align*}
This inequality holds for every $a \in A$. Therefore the set of values $\{d(x,a):a \in A\}$ is pointwise bounded above by the corresponding translated set $\{d(x,y)+d(y,a):a \in A\}$. By the monotonicity property of the infimum, taking infima over the same nonempty index set $A$ preserves the inequality:
\begin{align*}
\inf_{a \in A} d(x,a) \leq \inf_{a \in A} \bigl(d(x,y)+d(y,a)\bigr).
\end{align*}
Now observe that $d(x,y)$ does not depend on $a$. Define the real constant $c := d(x,y)$ and the nonempty set
\begin{align*}
S_y := \{d(y,a):a \in A\}.
\end{align*}
Because adding a fixed real constant translates every element of a nonempty bounded-below set, the infimum translates by the same constant:
\begin{align*}
\inf_{a \in A} \bigl(d(x,y)+d(y,a)\bigr)=d(x,y)+\inf_{a \in A}d(y,a).
\end{align*}
Substituting the definition of the distance-to-set function gives
\begin{align*}
\operatorname{dist}_A(x) \leq d(x,y)+\operatorname{dist}_A(y).
\end{align*}
Finally, subtracting the finite real number $\operatorname{dist}_A(y)$ from both sides yields the one-sided estimate
\begin{align*}
\operatorname{dist}_A(x)-\operatorname{dist}_A(y) \leq d(x,y).
\end{align*}[/guided]