As Arturo mentions in the comments, we actually don't need to use any inference rules to conclude that stating an axiom amounts to proving it. It is immediate from the definition of "proof" in predicate calculus:
A proof of $X$ is a finite sequence of well-formed sentences
(well-formed formulas with no free variables) in the language of the
theory such that each sentence is either an axiom, a tautology, or a
consequence of previous sentences using a valid rule of inference, and
where the final sentence in the sequence is $X$. A proof of an axiom
consists of a one-sentence proof listing the axiom.
(Actually, as David C. Ullrich also points out in the comments, in most deductive systems, we don't need proofs to consists of well-formed sentences: we merely need each line to be a well-formed formula; however, this is a technical point that is irrelevant to the issue at hand.)