I think you can prove it by induction. I'll do the odd ones, and you can expand it:
Without loss of generality, we can say that the points lie along the line y = 0, and that the center point is at (0, 0). This is because affine transforms like rotations and translation do not affect relative distances.
Let the set of points on the line be defined as P = { (x, 0) <= x is real }
Define the distance from point X as sum( P => |P - X| )
Lemma 1: The center point must be along the line y = 0. Assume that the center point is at (x, y) with y != 0. Consider the point (x, 0).
sum(P - (x,y)) = sum( sqrt( (p-x)*(p-x) + (0-y)*(0-y) ) )
= sum( sqrt( p*p - 2xp + x*x + y*y ) )
> sum( sqrt( p*p - 2xp + x*x + (0-0)*(0-0) ) )
= sum(P - (x,0))
This is a contradiction, so y = 0 must be true.
Base case of 1 element: It is an odd number of elements, so choose it: (0, 0). Assume that there is a point X = (x, 0) such that x is closer. Then this means that |x - 0| < (0 - 0), or that |x| < 0, which is impossible. Therefore (0, 0) is the center point.
Base case of 3 elements: It is an odd number of elements, so choose the middle point: (0, 0). Without loss of generality, let the other two points be (a<0, 0) and (b>0, 0). Assume that there is a point X = (x, 0) that is closer. Then this means that:
|x - 0| + |x - a| + |x - b| < |0 - 0| + |0 - a| + |0 - b|
<=>
|x| + |x - a| + |x - b| < |a| + |b|
However:
|x| + |x - a| + |x - b| >= |x| + |a| + |b| >= |a| + |b|, which contradicts the assumption, so therefore (0, 0) is the center point.
Case with N elements (N odd). Assume that all odd sets of points satisfy the conditions above. Let P be the set with N elements, and arrange them like so:
{ (a, 0), Q={set of N-2 elements, with center at (0, 0)}, (b, 0) }
Assume that the center point is X = (x, 0).
sum(P - X) = |x-a| + |x-b| + sum(Q - X)
> |x-a| + |x-b| + sum(Q - (0,0))
>= |a| + |b| + sum(Q - (0,0))
= sum(P - (0,0))
Which means that the assumption is contradicted, so (0,0) must be the center point.
That proves it for all of the odd numbers. The even numbers should be similar.