A problem which is often given as an exercise for students learning about calculus and finding extrema, is to find maximal possible area of a rectangle inside an ellipse. Such question was asked, for example, here: Find the area of largest rectangle that can be inscribed in an ellipse (A similar problem in three dimensions is also often asked: Dimensions of a box of maximum volume inside an ellipsoid.)
The solution usually starts by stating that we the rectangle must be oriented in such way that the sides are parallel to the ellipse, which gives a simple expression for the area.
Even though the fact that any rectangle inscribed in an ellipse must be oriented in this way seems intuitively clear, I would like to see an argument showing that this is indeed the case. (I have posted as an answer my attempt using analytic geometry.)
Of course, there is one obvious exception. Rectangle inscribed in a circle can be rotated in any direction we want. So we should assume that the semiaxes of the ellipse have different lengths.
Here is a picture illustrating the situation (shamelessly stolen from this post):


Without loss of generality $a>b$. Take an inscribed rectangle with two sides gradient $k\ne0$ and two sides gradient $-\frac{1}{k}\ne0$. Shrink along the $x$-axis by a factor $\frac{b}{a}$. The two sides gradient $k$ now have gradient $\frac{ka}{b}$ and the two sides gradient $-\frac{1}{k}$ now have gradient $-\frac{a}{kb}$. So the rectangle is now a non-rectangular parallelogram with opposite angles not summing to $\pi$. But it is inscribed in a circle. Contradiction.