I think they are. And I have sketched the following proof so far.
Every ball around the origin is symmetric to the X-axis (generalize to all axis and around all points)
Let $\| \cdot \|$ be any norm on $\mathbb{R}^n$. Say the set $\{t \in \mathbb{R}^n : \|t\| \neq \|t_x\|\}$ is non-empty, where $t_x$ is the reflection of $t$ about the $X-$axis. Let $r$ be "a" vector in the set with the smallest norm.
Clearly, $r \neq \underline 0$, so take the line joining $r$ and $\underline 0$. The function $\|\cdot\|$ is continuous everywhere in the ball of radius $\|r\|$, and this line is inside ball by its convexity. Therefore $\|\cdot \|$ is continious on this line, and assumes $0$ at $\underline 0$ and $\|r\|$ at $r$. Therefore by $IVT$, for every large enough $m$ there is a point $r_m$ on this line such that $\|r_m\| = \|r\| - \frac{1}{m}$. By the collinearity of $r, r_m$ and $\underline 0$, we have, $$\|r-r_m\| = \|r\|-\|r_m\| = \frac{1}{m} \implies r_m \rightarrow r $$
Also, by continuity of reflection, we have $r_{m_x} \rightarrow r_x$, and by continuity of $\|\cdot\|$, we have $\|r_m\| \rightarrow \|r\|$, and $\|r_{m_x}\| \rightarrow \|r_x\|$.
Notice, by minimality of $r$, $\|r_m\| = \|r_{m_x}\|$; that is they are the same sequence, and hence must have the same limit. Hence, $\|r_x\| = \|r\|$. Contradiction! Or the set of assymetric vectors is non-empty.
I have the following concerns.
- Does the fact really hold? If no, where did I go wrong, and what is a counterexample?
- Assuming it does, the "lines" between two points $x$ and $y$ induced by a norm and by convexity might be different. Particularly, the set $\{tx + (1-t)y: 0\leq t \leq 1\}$ is always the straight line joining $x$ and $y$. However the set $\{z : \|y - z\| + \|z - x\| = \|y - x\|\}$ needn't always be a straight line. For example, it can be "L" shaped like in the case of $\|\cdot \|_1$ norm. Does this conflict affect the proof.
- Is there a simpler way to show this?
Your conjecture is wrong. $\Vert(x, y)\Vert = \max(|x|, |x+y|)$ is a norm on $\Bbb R^2$, but the ball $D = \{ (x, y) \mid \Vert(x, y)\Vert \le 1 \}$ is not symmetric with respect to the $x$-axis or $y$-axis:
(Image created with Desmos.)
One problem in your argument is that the set $\{t \in \mathbb{R}^n : \|t\| \neq \|t_x\|\}$ is not closed, and therefore need not have an element with smallest norm.