 Solution

If $x\in F$, using $y=x$ in the infimum gives $0\le f(x)\le 0$, so $f(x)=0$.

Conversely, if $f(x)=0$, the definition of the infimum allows a choice $y_j\in F$ with $|x-y_j|<1/j$. The sequence $y_j$ is therefore a convergent sequence with limit $x$. Since $F$ is a closed set, its limit $x$ belongs to $F$. HenceClosedness matters: without it, zero distance to a set characterizes its closure, which can contain additional points.