 Solution

The distance to a set is finite and nonnegative because $A$ is nonempty. For $x,x^{\prime }\in X$ and every $a\in A$, the triangle inequality givesTaking the infimum over $a$ yields $D_A(x)\le d(x,x^{\prime })+D_A(x^{\prime })$. Interchanging $x$ and $x^{\prime }$ gives the opposite inequality. Together these implyThus the distance to a set is $1$-Lipschitz continuous. No closedness, compactness or attainment of the infimum was used.