Write w=ι(ξ,η), so that, by the description of the concatenation map in Concatenation Identifies a Product of Euclidean Spaces with a Euclidean Space, wl=ξl for l∈[m] and wm+j=ηj for j∈[n]. Throughout, an index k∈[m+n] is treated according to the alternative recorded in Concatenation Identifies a Product of Euclidean Spaces with a Euclidean Space: either k∈[m], or k=m+i for a unique i∈[n].
Claim 1. Let k∈[m+n]. By Matrix-Vector Product and Splitting a Finite Sum at an Index,
(Mw)k=l=1∑m+nMklwl=l=1∑mMklξl+j=1∑nMk,m+jηj.
If k∈[m], the entries of the block matrix are Mkl=Akl and Mk,m+j=Bkj, so the right-hand side equals (Aξ)k+(Bη)k, which is the kth coordinate of Aξ+Bη by Sum of Points of Rn. If k=m+i with i∈[n], those entries are Mm+i,l=Cil and Mm+i,m+j=Dij, so the right-hand side equals (Cξ)i+(Dη)i, the ith coordinate of Cξ+Dη. Thus Mw has kth coordinate (Aξ+Bη)k for k∈[m] and (m+i)th coordinate (Cξ+Dη)i for i∈[n], which is exactly the description of ι(Aξ+Bη, Cξ+Dη) in Concatenation Identifies a Product of Euclidean Spaces with a Euclidean Space.
Claim 2. By claim 1 and claim 3 of Concatenation Identifies a Product of Euclidean Spaces with a Euclidean Space,
ι(ξ′,η′)⋅(Mι(ξ,η))=ξ′⋅(Aξ+Bη)+η′⋅(Cξ+Dη),
and expanding each of the two summands by claim 5 of Bilinearity and Symmetry of the Dot Product on Rn gives the stated identity.
Claim 3. By Transpose of a Real Matrix and Symmetric, Positive Semidefinite, and Positive Definite Real Matrices, M is symmetric exactly when Mkl=Mlk for all k,l∈[m+n]. Splitting each of k and l according to the alternative above, this system of equations is the conjunction of
Akl=Alk (k,l∈[m]),Dij=Dji (i,j∈[n]),Bkj=Cjk (k∈[m], j∈[n]),
the pairs (k,m+j) and (m+j,k) yielding the same third condition. The first family of equations says A=A⊤, the second says D=D⊤, and the third says that Cjk=(B⊤)jk for all j∈[n] and k∈[m], that is, C=B⊤.