[step:Apply the definition of a $1$-Lipschitz map to the coordinate projections]
Let $(x_1,y_1),(x_2,y_2)\in X\times Y$ be arbitrary. The coordinate projections are the maps
\begin{align*}
\pi_X:X\times Y &\to X
\end{align*}
and
\begin{align*}
\pi_Y:X\times Y &\to Y
\end{align*}
defined by $\pi_X(x,y)=x$ and $\pi_Y(x,y)=y$. Hence
\begin{align*}
d_X(\pi_X(x_1,y_1),\pi_X(x_2,y_2))=d_X(x_1,x_2)
\end{align*}
and
\begin{align*}
d_Y(\pi_Y(x_1,y_1),\pi_Y(x_2,y_2))=d_Y(y_1,y_2).
\end{align*}
From the finite-$p$ comparison when $1\le p<\infty$, and from the supremum comparison when $p=\infty$, both inequalities
\begin{align*}
d_X(\pi_X(x_1,y_1),\pi_X(x_2,y_2))\le d_p((x_1,y_1),(x_2,y_2))
\end{align*}
and
\begin{align*}
d_Y(\pi_Y(x_1,y_1),\pi_Y(x_2,y_2))\le d_p((x_1,y_1),(x_2,y_2))
\end{align*}
hold for every pair of points in $X\times Y$. This is precisely the definition that $\pi_X$ and $\pi_Y$ are $1$-Lipschitz maps from $(X\times Y,d_p)$ to $(X,d_X)$ and $(Y,d_Y)$, respectively.
[/step]