Why are values squared in distance formulas, such as the Pythagorean Theorem?

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Why do you square the values in the Pythagorean Theorem or any distance formula wherein you're trying to find the distance between two points in two-dimensional, Euclidean space?

for example, why are we squaring the difference in the two $x,x$ values and two $y,y$ values?

$a^2 = b^2 + c^2$

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This GIF (jiff) is very instructive.

enter image description here