Following up on the line of thinking presented by Alex Monras, there is actually a quite generic argument for this kind of bound that goes beyond diamond norm and applies to many other channel distance measures. The proof applies to diamond distance, negative root fidelity, relative entropy, Petz- and sandwiched Renyi relative quasi-entropies, etc. I understand it in terms of quantum steering, which is related to but different from teleportation.
Here it is. Let $D$ be a generalized divergence defined on quantum states $\rho$ and $\sigma$, which obeys the data-processing inequality:
$$
D(\rho \Vert \sigma) \geq D(\mathcal{N}(\rho) \Vert \mathcal{N}(\sigma)),
$$
where $\mathcal{N}$ is a quantum channel. Suppose that $D$ obeys the following direct-sum property:
$$
D(\rho_{XB} \Vert \sigma_{XB}) = \sum_x p(x) D(\rho_x \Vert \sigma_x)
$$
on classical--quantum states:
$$
\rho_{XB} := \sum_x p(x) |x \rangle \langle x| \otimes \rho_x, \qquad
\sigma_{XB} := \sum_x p(x) |x \rangle \langle x| \otimes \sigma_x .
$$
Suppose also that it is weakly faithful, in the sense that $D(\rho\Vert \rho) = 0$ for all states $\rho$. (Data processing and weakly faithful imply that the minimum value of $D$ is zero.)
Now let $\mathcal{N}$ and $\mathcal{M}$ be quantum channels and define the generalized channel divergence (see https://arxiv.org/abs/1709.01111) as
$$
D(\mathcal{N} \Vert \mathcal{M}) :=
\sup_{\psi_{RA}} D(\mathcal{N}_{A\to B}(\psi_{RA}) \Vert \mathcal{M}_{A \to B}(\psi_{RA})),
$$
where the optimization is with respect to all pure bipartite states $\psi_{RA}$ with system $R$ isomorphic to system $A$ (due to data processing, purification, and Schmidt decomposition, this optimization suffices -- no need to consider mixed states $\rho_{RA}$ with arbitrarily large reference $R$).
Claim:
Then the following inequality holds
$$
\frac{1}{d} D(\mathcal{N} \Vert \mathcal{M}) \leq D(\mathcal{N}_{A\to B}(\Phi_{RA}) \Vert \mathcal{M}_{A \to B}(\Phi_{RA})),
$$
where $d$ is the dimension of the channel inputs and $\Phi_{RA}$ denotes the maximally entangled state:
\begin{align}
\Phi_{RA} & := |\Phi\rangle \langle\Phi|_{RA}\\
|\Phi\rangle_{RA} & := \frac{1}{\sqrt{d}} \sum_{i} |i\rangle_R |i\rangle_A.
\end{align}
Proof:
Let $\psi_{RA}$ be an arbitrary pure bipartite state. Then there exists an operator $Z_R$ such that
$$
\psi_{RA} = d Z_R \Phi_{RA} Z_R^\dagger,
$$
with $\mathrm{Tr}[Z_R^\dagger Z_R] = 1$ and where $d$ is the dimension of system $A$. This is a key equation that indicates how one can steer the state $\psi_{RA}$ from the maximally entangled state $\Phi_{RA}$.
Now define the following (steering) quantum channel:
$$
\mathcal{P}_{R \to XR}(\omega_R) := |0\rangle \langle 0|_X \otimes Z_R \omega_R Z_R^\dagger + |1\rangle \langle 1|_X \otimes \sqrt{I_R - Z_R^\dagger Z_R} \omega_R \sqrt{I_R - Z_R^\dagger Z_R} .
$$
Consider that
\begin{align}
\mathcal{P}_{R \to XR}(\Phi_{RA})
& = \frac{1}{d} |0\rangle\langle 0|_X \otimes \psi_{RA} + \left(1-\frac{1}{d}\right) |1\rangle\langle 1|_X \otimes \textrm{``other state''} .
\end{align}
Applying the steering channel to the state $\mathcal{N}_{A\to B}(\Phi_{RA})$, we find that
\begin{align}
& \mathcal{P}_{R \to XR}(\mathcal{N}_{A\to B}(\Phi_{RA}))\\
& = \mathcal{N}_{A\to B}(\mathcal{P}_{R \to XR}(\Phi_{RA}))\\
& = \frac{1}{d} |0\rangle\langle 0|_X \otimes \mathcal{N}_{A\to B}(\psi_{RA}) + \left(1-\frac{1}{d}\right) |1\rangle\langle 1|_X \otimes \textrm{``other state 1''} .
\end{align}
Similarly,
\begin{align}
& \mathcal{P}_{R \to XR}(\mathcal{M}_{A\to B}(\Phi_{RA}))\\
& = \mathcal{M}_{A\to B}(\mathcal{P}_{R \to XR}(\Phi_{RA})) \\
& = \frac{1}{d} |0\rangle\langle 0|_X \otimes \mathcal{M}_{A\to B}(\psi_{RA}) + \left(1-\frac{1}{d}\right)|1\rangle\langle 1|_X \otimes \textrm{``other state 2''} .
\end{align}
Now applying the data-processing inequality, the direct-sum property, and the weakly faithful property, we find that
\begin{align}
& D(\mathcal{N}_{A\to B}(\Phi_{RA}) \Vert \mathcal{M}_{A \to B}(\Phi_{RA})) \\
&
\geq D(\mathcal{P}_{R \to XR}(\mathcal{N}_{A\to B}(\Phi_{RA})) \Vert \mathcal{P}_{R \to XR}(\mathcal{M}_{A \to B}(\Phi_{RA}))) \\
& = \frac{1}{d} D(\mathcal{N}_{A\to B}(\psi_{RA}) \Vert \mathcal{M}_{A \to B}(\psi_{RA}))
+ \left(1 - \frac{1}{d}\right) D(\mathrm{``other state 1''}\Vert \mathrm{``other state 2''})\\
& \geq \frac{1}{d} D(\mathcal{N}_{A\to B}(\psi_{RA}) \Vert \mathcal{M}_{A \to B}(\psi_{RA})).
\end{align}
Since the state $\psi_{RA}$ is arbitrary, we conclude the claimed bound.