He can, which doesn't mean that he will.

You have to be a better motivator. You have to say something like "Wow, you explained that so well, it would be great if you could just fill this little detail, so that my understanding of your great ideas can be complete."
But I am in a good mood these days, so I will give you a sketch of the proof for ##n=1##. Suppose that ##V^{\mu}V_{\mu}=0##, but ##V^{\mu}\neq 0## and ##V^{\mu}\neq \infty##. Then
$$\frac{dX^{\mu}}{ds}=V^{\mu}\neq 0, \infty \;\;\;\; (1)$$
Therefore on a line segment on which ##dX^{\mu}\neq 0## we have ##dX^{\mu}dX_{\mu}=0##, but (1) implies that ##ds\neq 0##. ##\Box##
If you don't accept a proof using infinitesimals, I live it to you to reformulate this in the ##\epsilon##-##\delta## language or in an integral form.