This holds true simply because $2$ is the determinant of the linear map $\rm\: (x,y)\to (x-y,\ x+y)\:.\:$ More generally, inverting a linear map by Cramer's Rule (multiplying by the adjugate) yields
$$\rm\begin{pmatrix} a & \rm b \\\\ \rm c & \rm d \end{pmatrix}\ \begin{pmatrix} x \\\\ \rm y \end{pmatrix}\ =\ \begin{pmatrix} X \\\\ \rm Y\end{pmatrix}\ \ \ \Rightarrow\ \ \ \begin{array} \rm\Delta\ x\ \ \ =\ \ \ \rm d\ X - b\ Y \\\\ \rm\Delta\ y\ =\ \rm -c\ X + a\ Y \end{array}\ ,\quad\quad \Delta\ =\ ad-bc $$
Therefore $\rm\ n\ |\ X,Y\ \Rightarrow\ n\ |\ \Delta\:x,\:\Delta\:y\ \Rightarrow\ n\ |\ gcd(\Delta\:x,\Delta\:y)\ =\ \Delta\ gcd(x,y)\:.$
So, in particular, if $\rm\:gcd(x,y) = 1\:$ and $\rm\:\Delta\:$ is prime, we conclude that $\rm\:gcd(X,Y) = 1\:$ or $\rm\:\Delta\:.$
Your problem is simply the special case $\rm\ a = c = d = 1,\ b = -1\ \Rightarrow\ \Delta = ad-bc = 2\:.$
This has a nice arithmetical interpretation in terms of Gaussian integer arithmetic, where the linear map is simply multiplication by $\rm 1 + i\:.\:$ See my other answer here for details.