With $\vec{a} = (r,s), \vec{b} = (p,q), \vec{a}+\vec{b} = (r+p,s+q)$, the inequality becomes:
$$
\sqrt{ (r+p)^2 + (s+q)^2 } \le \sqrt{r^2+s^2} + \sqrt{p^2+q^2}
$$
Square both sides, to eliminate the LHS root.
$$
(r+p)^2 + (s+q)^2 \le r^2+s^2 + 2\sqrt{ (r^2+s^2)(p^2+q^2)}+ p^2+q^2
$$
Expand the LHS and cancel equal terms:
$$
2rp + 2sq \le 2\sqrt{ (r^2+s^2)(p^2+q^2)}
$$
Remove the common $2$ and square again to remove the RHS root (this squaring introduces an extraneous solution, by a negative LHS being folded into a positive value, but fortunately both solutions obey the inequality - it doesn't matter that we also prove the extraneous solution.)
$$
r^2p^2 + 2rpsq + s^2q^2 \le (r^2+s^2)(p^2+q^2)
$$
Expand the RHS and cancel equal terms:
$$
2rpsq \le r^2q^2+s^2p^2
$$
Move $2rpsq$ to the RHS side, and (luckily!) it's a perfect square:
$$
0 \le (rq)^2 -2(rq)(sp) +(sp)^2
$$
This algebraically reduces to:
$$
0 \le (rq-sp)^2
$$
which is true because squared real numbers are always $\ge 0$.
BTW: this is zero when $rq=sp$. Dividing by $rp$ gives $\frac{q}{p}=\frac{s}{r}$, which says that the slopes are equal. Slopes are an imperfect representation of vector direction, because they can't represent vertical vectors, and they don't distinguish between exactly opposite directions. e.g. $\frac{q}{p} = \frac{-q}{-p}$.
That is, slopes are equal for vectors with the same direction - but also for vectors in exactly opposite directions.
The extraneous solution occurs when $rp+sq$ is negated. I'm not sure how to show this, but I think this means that one of $r,p$ and one of $s,q$ must be negative. When both are from the same vector, it is the opposite vector with the same slope.