Let $a=p_{1}^{q_{1}}p_{2}^{q_{2}}...p_{k}^{q_{k}}$ and $b=p_{1}^{r_{1}}p_{2}^{r_{2}}...p_{k}^{r_{k}}$ be their respective prime decompositions.
Thus, $gcd(a,b)=p_{1}^{\min(q_{1},r_{1})}p_{2}^{\min(q_{2},r_{2})}...p_{k}^{\min(q_{k},r_{k})}$
Now, if $k=p_{1}^{s_{1}}p_{2}^{s_{2}}...p_{k}^{s_{k}}$ , then
$ka=p_{1}^{s_{1}+q_{1}}p_{2}^{s_{2}+q_{2}}...p_{k}^{s_{k}+q_{k}}$ and
$kb=p_{1}^{s_{1}+r_{1}}p_{2}^{s_{1}+r_{1}}...p_{k}^{s_{k}+r_{k}}$
Now, note that $\min(i+x,j+x)=x+\min(i,j)$. Hence,
$$gcd(ka,kb)=p_{1}^{\min(s_{1}+q_{1},s_{1}+r_{1})}p_{2}^{\min(s_{2}+q_{2},s_{1}+r_{1})}...p_{k}^{\min(s_{k}+q_{k},s_{k}+r_{k})}$$
$$=(p_{1}^{s_{1}}p_{2}^{s_{2}}...p_{k}^{s_{k}})(p_{1}^{\min(q_{1},r_{1})}p_{2}^{\min(q_{2},r_{2})}...p_{k}^{\min(q_{k},r_{k})})$$
$$=k \cdot gcd(a,b)$$
Hence proved.
Basically, this has the simple intuition that by the definition of gcd, the gcd is the collection of the common factors. So, when we replace $a$ by $ka$ and $b$ by $kb$, there is one extra factor added to this collection, and that factor is nothing but $k$. Hence, we get the result.