We have $a: \mathbb{R}^2 \to \mathbb{R}^2$ represent rotation about $(0,0)$ over an angle $\alpha$. We know that $a$ is a linear map and we know that $a$ corresponds to the matrix $A = \begin{pmatrix} \cos(\alpha) & -\sin(\alpha) \\ \sin(\alpha) & \cos(\alpha) \\ \end{pmatrix}$. Rotation over an angle $\alpha + \beta$ would thus be given by the matrix $ \begin{pmatrix} \cos(\alpha + \beta) & -\sin(\alpha + \beta) \\ \sin(\alpha + \beta) & \cos(\alpha + \beta) \\ \end{pmatrix}$. By the additivity property of a linear map, we know that $$ \begin{pmatrix} \cos(\alpha + \beta) & -\sin(\alpha + \beta) \\ \sin(\alpha + \beta) & \cos(\alpha + \beta) \\ \end{pmatrix} = \begin{pmatrix} \cos(\alpha ) & -\sin(\alpha) \\ \sin(\alpha ) & \cos(\alpha ) \\ \end{pmatrix} \begin{pmatrix} \cos(\beta) & -\sin(\beta) \\ \sin(\beta) & \cos(\beta) \\ \end{pmatrix} $$
$$ = \begin{pmatrix} \cos(\alpha ) \cos(\beta) - \sin(\alpha)\sin(\beta) & -\cos(\alpha)\sin(\beta) - \sin(\alpha)\cos(\beta) \\ \sin(\alpha)\cos(\beta) + \cos(\alpha)\sin(\beta) & -\sin(\alpha)\sin(\beta) + \cos(\alpha)\cos(\beta) \\ \end{pmatrix} $$
QED.
Is this proof correct? My only gripe with it at the moment is explaining why $$ \begin{pmatrix} \cos(\alpha + \beta) & -\sin(\alpha + \beta) \\ \sin(\alpha + \beta) & \cos(\alpha + \beta) \\ \end{pmatrix} = \begin{pmatrix} \cos(\alpha ) & -\sin(\alpha) \\ \sin(\alpha ) & \cos(\alpha ) \\ \end{pmatrix} \begin{pmatrix} \cos(\beta) & -\sin(\beta) \\ \sin(\beta) & \cos(\beta) \\ \end{pmatrix} $$
instead of $$ \begin{pmatrix} \cos(\alpha + \beta) & -\sin(\alpha + \beta) \\ \sin(\alpha + \beta) & \cos(\alpha + \beta) \\ \end{pmatrix} = \begin{pmatrix} \cos(\alpha ) & -\sin(\alpha) \\ \sin(\alpha ) & \cos(\alpha ) \\ \end{pmatrix} + \begin{pmatrix} \cos(\beta) & -\sin(\beta) \\ \sin(\beta) & \cos(\beta) \\ \end{pmatrix} $$
since additivity is $f(x+y) = f(x) + f(y)$. Intuitively, I completely understand it, but I don't know how to explain it mathematically, or which mathematical property of a linear map explains it.