It's not clear to me personally. Let $X\sim \mathcal{D}_{\mathbb{Z},\sigma}$, and let $Y \sim y+\mathcal{D}_{\mathbb{Z},\sigma}$.
Let $X(x) \propto \exp(-{\color{red}\pi}\lVert x\rVert_2^2/\sigma^2)$,. This is one of two reasonable normalizations, some authors might instead write $X(x)\propto\exp(-\lVert x\rVert_2^2/(2\sigma^2))$.
Regardless of the normalization chosen, we clearly have that $Y(x) = X(x-y)$.
For $y\in\mathbb{Z}$, it is simple to see both distributions have the same proportionality constant, so for expressions such as $X(x)/Y(x)$, one may ignore this constant (it cancels).
Anyway, we now bound $\mathsf{SD}(X,Y)$. This is annoying to compute directly (you can try). Instead, one typically appeals to Pinsker's Inequality to write that
$$
\mathsf{SD}(X,Y) \leq \sqrt{\frac{1}{2}\mathsf{KL}(X||Y)}.
$$
It is easy to compute
$$
\mathsf{KL}(X||Y) = \mathbb{E}_X[\ln\left(\frac{X(x)}{Y(x)}\right)] = \frac{\pi}{\sigma^2}\mathbb{E}_X[\lVert x- y\rVert_2^2-\lVert x\rVert_2^2] = \frac{\pi}{\sigma^2}\mathbb{E}_X[\lVert y\rVert_2^2 - 2\langle x,y\rangle] = \frac{\pi\lVert y\rVert^2}{\sigma^2}.
$$
It then follows that
$$
\mathsf{SD}(X,Y) \leq \sqrt{\frac{\pi}{2}}\frac{\lVert y\rVert}{\sigma},
$$
without a factor $2^6$. If one uses the alternative normalization, you instead get an upper bound of $\frac{\lVert y\rVert}{2\sigma}$, again without a factor of $2^6$.
It is worth mentioning for the second normalization described above, one would require the bound $\sigma \geq \lVert y\rVert_2 2^{\kappa+1}$, so the bound you mention would only be compatible with the first choice of normalization. So there is some nuance here.