The phrase "without any loss of generality" is used to simplify proofs by allowing the assumption of one case when multiple cases are equivalent. For example, in proving that a^2 + b^2 > 2ab for distinct real numbers a and b, one can assume a > b without losing generality, as the proof holds true if b > a by simply relabeling. This approach streamlines the proof process by eliminating redundant cases. It indicates that the chosen assumption does not affect the validity of the conclusion. Understanding this concept enhances clarity and efficiency in mathematical reasoning.