A different approach, without using Bezout's Identity,
We will use the result:
If $a(x)$ and $b(x)$ have a common root c in some extension of F(a field), they have a common factor of positive degree in $F[x]$.
(To see this, observe if we take the substitution function $\sigma_c$, then $a(x),b(x)\in ker(\sigma_c)$, but as $ker(\sigma_c)$ is an ideal over $F[x]$ it is principal ideal and hence $\exists$ a common factor of positive degree).
To proceed with the proof, if $f(x),g(x)$ are relatively prime in $K$, suppose they are not relatively prime in $L$. That means they have a common root in $L$ or some extension of $L$(Guaranteed by Basic Extension Theorem). But that would imply $f(x), g(x)$ have common factor of positive degree in $K$$\Longrightarrow\Longleftarrow$
So, they must be relatively prime in the extension $K$.