Strictly speaking, distance is a magnitude but displacement is a vector.
So, yoiu really mean
"why is distance >= magnitude of displacement ?"
Mathematically,
\int \left| d\vec s \right| \geq \left| \int d\vec s \right|
Essentially, distance [ the arc-length of a curve from A to B ] is the sum of non-negative quantities.
The magntude of displacement [ the magnitude of a vector from A to B ] is the non-negative magnitude of a sum-of-(signed)-vector-quantities.
The proof of the inequality is essentially the triangle inequality.