When I was drawing some points on paper and studied the distances between them, I found that an inequality holds for many sets of points.
Suppose that we have $2$ blue points $b_1,b_2$ and $2$ red points $r_1,r_2$ in the Euclidean plane. Then using the triangular inequality, it is easy to see that the following inequality always holds :
$$\text{the sum of Euclidean distances between points in the same color}\le\text{the sum of Euclidean distances between points in different colors},$$ i.e.
$$d(\color{blue}{b}_1,\color{blue}{b}_2)+d(\color{red}{r}_1,\color{red}{r}_2)\le d(\color{blue}{b}_1,\color{red}{r}_1)+d(\color{blue}{b}_1,\color{red}{r}_2)+d(\color{blue}{b}_2,\color{red}{r}_1)+d(\color{blue}{b}_2,\color{red}{r}_2)\tag1$$where $d(p,q)= \sqrt{(q(x)-p(x))^2 + (q(y)-p(y))^2}$ is the Euclidean distance between two points $p(p(x),p(y))$ and $q(q(x),q(y))$.
However, its generalization is difficult for me.
Question : Let $n\ge 3$. Suppose that we have $n$ blue points $b_1,b_2,\cdots,b_n$ and $n$ red points $r_1,r_2,\cdots,r_n$ in the Euclidean plane. Then, can we say that the following inequality always holds? $$\text{the sum of Euclidean distances between points in the same color}\le\text{the sum of Euclidean distances between points in different colors},$$ i.e. $$\sum_{i=1}^{n-1}\sum_{j=i+1}^{n}d(\color{blue}{b}_i,\color{blue}{b}_j)+\sum_{i=1}^{n-1}\sum_{j=i+1}^{n}d(\color{red}{r}_i,\color{red}{r}_j)\le\sum_{i=1}^{n}\sum_{j=1}^{n}d(\color{blue}{b}_i,\color{red}{r}_j)$$
So far, I have not been able to find any counterexample, so it seems that this inequality always holds. However, I've been facing difficulty even in the $n=3$ case. For the $n=3$ case, using the result of the $n=2$ case several times, we can obtain $$3\left(\sum_{i=1}^{2}\sum_{j=i+1}^{3}d(\color{blue}{b}_i,\color{blue}{b}_j)+\sum_{i=1}^{2}\sum_{j=i+1}^{3}d(\color{red}{r}_i,\color{red}{r}_j)\right)\le 4\sum_{i=1}^{3}\sum_{j=1}^{3}d(\color{blue}{b}_i,\color{red}{r}_j)\tag2$$ But this does not seem to help. Can anyone help?
Added 1 : Induction does not seem to help. As I wrote, the result of the case $n=2$ does not seem to help for the case $n=3$.
Added 2 : For the case $n=2$, I used the triangular inequality. (sorry, I didn't write the details because what I'm asking is for $n\ge 3$.) However, it seems that the triangular inequality does not help for $n\ge 3$.
Added 3 : The following is how I obtained $(2)$ from $(1)$. From $(1)$, we have $$d(\color{blue}{b}_1,\color{blue}{b}_2)+d(\color{red}{r}_1,\color{red}{r}_2)\le d(\color{blue}{b}_1,\color{red}{r}_1)+d(\color{blue}{b}_1,\color{red}{r}_2)+d(\color{blue}{b}_2,\color{red}{r}_1)+d(\color{blue}{b}_2,\color{red}{r}_2)$$
$$d(\color{blue}{b}_1,\color{blue}{b}_2)+d(\color{red}{r}_2,\color{red}{r}_3)\le d(\color{blue}{b}_1,\color{red}{r}_2)+d(\color{blue}{b}_1,\color{red}{r}_3)+d(\color{blue}{b}_2,\color{red}{r}_2)+d(\color{blue}{b}_2,\color{red}{r}_3)$$
$$d(\color{blue}{b}_1,\color{blue}{b}_2)+d(\color{red}{r}_3,\color{red}{r}_1)\le d(\color{blue}{b}_1,\color{red}{r}_3)+d(\color{blue}{b}_1,\color{red}{r}_1)+d(\color{blue}{b}_2,\color{red}{r}_3)+d(\color{blue}{b}_2,\color{red}{r}_1)$$
$$d(\color{blue}{b}_2,\color{blue}{b}_3)+d(\color{red}{r}_1,\color{red}{r}_2)\le d(\color{blue}{b}_2,\color{red}{r}_1)+d(\color{blue}{b}_2,\color{red}{r}_2)+d(\color{blue}{b}_3,\color{red}{r}_1)+d(\color{blue}{b}_3,\color{red}{r}_2)$$
$$d(\color{blue}{b}_2,\color{blue}{b}_3)+d(\color{red}{r}_2,\color{red}{r}_3)\le d(\color{blue}{b}_2,\color{red}{r}_2)+d(\color{blue}{b}_2,\color{red}{r}_3)+d(\color{blue}{b}_3,\color{red}{r}_2)+d(\color{blue}{b}_3,\color{red}{r}_3)$$
$$d(\color{blue}{b}_2,\color{blue}{b}_3)+d(\color{red}{r}_3,\color{red}{r}_1)\le d(\color{blue}{b}_2,\color{red}{r}_3)+d(\color{blue}{b}_2,\color{red}{r}_1)+d(\color{blue}{b}_3,\color{red}{r}_3)+d(\color{blue}{b}_3,\color{red}{r}_1)$$
$$d(\color{blue}{b}_3,\color{blue}{b}_1)+d(\color{red}{r}_1,\color{red}{r}_2)\le d(\color{blue}{b}_3,\color{red}{r}_1)+d(\color{blue}{b}_3,\color{red}{r}_2)+d(\color{blue}{b}_1,\color{red}{r}_1)+d(\color{blue}{b}_1,\color{red}{r}_2)$$
$$d(\color{blue}{b}_3,\color{blue}{b}_1)+d(\color{red}{r}_2,\color{red}{r}_3)\le d(\color{blue}{b}_3,\color{red}{r}_2)+d(\color{blue}{b}_3,\color{red}{r}_3)+d(\color{blue}{b}_1,\color{red}{r}_2)+d(\color{blue}{b}_1,\color{red}{r}_3)$$
$$d(\color{blue}{b}_3,\color{blue}{b}_1)+d(\color{red}{r}_3,\color{red}{r}_1)\le d(\color{blue}{b}_3,\color{red}{r}_3)+d(\color{blue}{b}_3,\color{red}{r}_1)+d(\color{blue}{b}_1,\color{red}{r}_3)+d(\color{blue}{b}_1,\color{red}{r}_1)$$
Adding these gives $(2)$. However, $(2)$ does not seem to help.
Consider all your $2n$ points, blue and red, as point charges, each of them having a charge $q_k=\pm1$ and sitting at position $\vec{x}_k$, blue points having charge $+1$ and red points $-1$. Your problem amounts at proving that the following "potential energy" $U$ is always non negative: $$ U(\vec{x}_1,\ldots,\vec{x}_{2n})=-\sum_{\stackrel{\scriptstyle i,j}{i<j}} q_iq_j|\vec{x}_i-\vec{x}_j|. $$ The force derived from such potential is peculiar: two points of the same colour repel each other with unit force directed along the straight line joining them, while points of different colour attract each other in the same way, irrespective of their distance.
Potential energy has a minimum when the total force $\vec{F}_{tot}$ vanishes. The only way to arrange our charges so that $\vec{F}_{tot}=0$ is when every blue point is coupled with a red point, both sharing the same position. But then $U=0$, so that is the minimum of the potential energy.
I don't know if all this can be turned into a rigorous proof, but I hope this approach may give some further insight.