Take the standard parameterization of the ellipse:
$$P := (a\cos t, b\sin t) \tag{1}$$
where $a$ and $b$ are the "horizontal" and "vertical" radii, not necessarily "major" and "minor". (The major/minor distinction is immaterial.) To avoid sign complications, we'll consider the first-quadrant arc of the ellipse, where $0\leq t\leq \pi/2$. With this, we are assured that an "inward-pointing" normal at $P$ is given by
$$n := (-b \cos t, -a \sin t) \tag{2}$$
(which is obtained from exchanging the components of the tangent vector $P'(t)$, and changing signs to ensure the proper orientation). A point $K$ at distance $k$ from $P$ along the normal line has the form
$$K := P + \frac{k}{|n|} n = \left(\; \left(a-\frac{bk}{|n|}\right) \cos t,\;\left(b-\frac{ak}{|n|}\right)\sin t\;\right) \tag{3}$$
In particular, setting appropriate coordinates to zero, we find that the point $X$ and $Y$ on the $x$- and $y$-axes corresponds to the distances
$$|PX| =\frac{b}{a}|n| \qquad |PY| = \frac{a}{b}|n| \tag{4}$$
Now, the point $Z$ on the evolute has distance from $P$ equal to the radius of curvature of the ellipse at $P$. By the parametric formula, we have
$$|PZ| := \frac{\left(P_x'^2 + P_y'^2\right)^{3/2}}{\left|P_x'' P_y'-P_x'P_y''\right|}
= \frac{|n|^3}{a b} \tag{5}$$
(where I'm using $P_x$ and $P_y$ to refer to the coordinates of $P$). Thus,
$$|n|^3 = \frac{a^3}{b^3}|PX|^3 = \frac{b^3}{a^3}|PY|^3 = ab|PZ| \tag{$\star$}$$
and the result follows. $\square$