Motivation: There are
$$
\binom{2n}{2} = (2n-1)n
$$
pairs $(a_i, a_j)$ with $1 \le i < j \le 2n$. One can arrange the corresponding sums $a_i + a_j$ in $2n-1$ rows with $n$ entries in per row, so that in each row the entries add up to $a_1 + \ldots + a_{2n} = 0$.
Then every row must have at least one non-negative entry, that makes $2n-1$ sums $a_i + a_j \ge 0$, and the statement is proved.
Examples:
$n=2$:
$$
\begin{array}{ccc}
a_1 + a_2 & & a_3+a_4 \\
a_1 + a_3 & a_2 + a_4 \\
a_1 + a_4 & a_2 + a_3
\end{array}
$$
$n=3$:
$$
\begin{array}{ccccc}
a_1 + a_2 & & a_3 + a_4 & & a_5 + a_6 \\
a_1 + a_3 & a_2 + a_5 & & a_4 + a_6 \\
a_1 + a_4 & a_2 + a_6 & a_3 + a_5 \\
a_1 + a_5 & a_2 + a_4 & a_3 + a_6 \\
a_1 + a_6 & a_2 + a_3 & & a_4 + a_5
\end{array}
$$
Proof of the general case: (With the great help of Batominovski!)
Consider the complete graph $K_{2n}$ with vertices $1, \ldots, 2n$. According to Wikipedia: Graph factorization, it has a “1-factorization”, i.e. the edges can be partitioned into disjoint “1-factors” or “perfect matchings.”
Each perfect matching consists of $n$ edges without common vertices
$$
(i_1, j_1), (i_2, j_2), \ldots , (i_n, j_n)
$$
and since the sum of all $a_k$ is zero, there must be (at least) one vertex $(i_k, j_k)$ such that $a_{i_k} + a_{j_k} \ge 0$.
The total number of edges in $K_{2n}$ is $\binom{2n}{2} = (2n-1)n$, so that the factorization consists of $2n-1$ perfect matches, and we have indeed $2n-1$ distinct vertices $(i_k, j_k)$ with $a_{i_k} + a_{j_k} \ge 0$.