To prove the inequality |a-b| ≤ √(a² + b²) for any positive real numbers a and b, the discussion emphasizes starting with the square of the absolute difference, (|a-b|)² = a² - 2ab + b². It is noted that this expression is less than a² + b², as 2ab > 0 for positive a and b. The final step involves taking the square root of both sides, ensuring the direction of the inequality remains valid due to the monotonic nature of the square root function. The conversation also touches on the possibility of a stronger statement using strict inequality for positive reals. The overall approach highlights the importance of recognizing the relationships between the terms involved.