Here's a way of thinking about it. To be clear however, this does not prove the Pythagorean theorem.
Given two 2-dimensional vectors $\mathbb{x},\mathbb{y} \in \Bbb R^2,$ with entries $\mathbb{x} = (x_1,x_2)$ and $\mathbb{y} = (y_1,y_2),$ we define a norm as,
$$ |\mathbb{x}| = \sqrt{x_1^2 + x_2^2} $$
We say two vectors are orthogonal if,
$$ x_1y_1 + x_2y_2 = 0. $$
Theorem If $\mathbb{x}, \mathbb{y} \in \Bbb R^2$ are orthogonal, then
$$ |\mathbb{x} + \mathbb{y}|^2 = |\mathbb{x}|^2 + |\mathbb{y}|^2 $$
Proof: We have,
$$\begin{align*} |\mathbb{x} + \mathbb{y}|^2 &= | (x_1+y_1,x_2+y_2)|^2 \\
&= \left( \sqrt{ (x_1+y_1)^2 + (x_2+y_2)^2 } \right)^2 \\
&= (x_1^2 + 2x_1y_1 + y_2^2) + (x_2^2 + 2x_2y_2 + y_2^2) \\
&= (x_1^2 + x_2^2) + 2 ( x_1y_1 + x_2y_2 ) + (y_1^2 + y_2^2) \\
&= |\mathbb{x}|^2 + |\mathbb{y}|^2
\end{align*}$$
As required. Note that the simplification $(\sqrt{x})^2 = x$ only holds if $x\geq 0,$ which holds since for any real number $x,$ $x^2 \geq 0.$
The geometric interpretation of the result is that if two vectors are orthogonal, then they are perpendicular (so their angles form a right angle). The norm corresponds to the length of the vector and $|\mathbb{x}+\mathbb{y}|$ corresponds to the length of the vector obtained by adding the two together - so the hypotenuse of the triangle formed by the two vectors.
It must be emphasized however that this does not prove the Pythagorean theorem. Rather, I have just proved an result about 2-dimensional real vectors and gave a geometrical interpretation. To complete this proof, you would need to prove this correspondence, which requires geometry.
On a side-note, this result holds for a large class of spaces, known as inner product spaces using a suitable norm and definition for orthogonality.