With the notation $\rm\ (x,y) := gcd(x,y),\ $ we have $\rm\:2(m,n)\mid 2m,2n\:\Rightarrow\:\color{#c00}{2(m,n)\mid (2m,2n)},\:$
$\rm\ (2m,2n)\mid 2m,2n\:\Rightarrow\: (2m,2n)/2\mid m,n\:\Rightarrow\:(2n,2m)/2\mid (m,n)\:\Rightarrow\:\color{#c00}{(2n,2m)\mid 2\,(m,n)}.$
Remark $\ $ Note that $\rm\:(2m,2n)/2\in\Bbb Z\:$ since $\rm\: 2\mid 2n,2m\:\Rightarrow\:2\mid (2n,2m)$
The proof exploits to the hilt the fundamental universal property of the gcd i.e.
$$\rm a\mid b,c\iff a\mid(b,c)$$
Note that the same proof works if we replace $2$ by any integer $\ne 0,\,$ yielding the
GCD Distributive Law $\rm\ \ \ (ac,bc)\, =\, (a,b)c$
See here for a few proofs (by linearity (Bezout); universality; prime factorization), e.g. the following more efficient version of the original proof above.
Theorem $\rm\ \ (a,b)\,c\, =\, (ac,bc)$
Proof $\rm\quad\: d\mid(a,b)\iff d\ |\ a,b \iff dc\ |\ ac,bc \iff dc\ |\ (ac,bc) \iff d\ |\ (ac,bc)/c$