Using strong induction:
Base cases $n=1$ and $n=2$ hold trivially $(x-y)\mid (x-y)$ and $(x-y)\mid (x^2-y^2)$ since $x^2-y^2=(x+y)(x-y)$
Assume for our induction hypothesis that the claim $(x-y)\mid (x^k-y^k)$ holds for all $k$ up to $n$ for some $n$.
Consider $n+1$
$x^{n+1}-y^{n+1}=(x+y-y)x^n-(y+x-x)y^n$
$=(x+y)(x^n-y^n)-yx^n+xy^n=(x+y)(x^n-y^n)-xy(x^{n-1}-y^{n-1})$
Each term of which is divisible by $x-y$ by our induction hypothesis, thus the hypothesis is validated and the claim is true for all positive integers $n$.