Upon expanding on my comment, I noticed I could shorten the argument I sketched. This is the shortened version:
As a tree is connected, there are paths connecting $[a,b]$ and $[c,d]$.
If we have some path $[r',s']$ connecting them, then we can find a sub-path $[r,s]$ such that $r \in [a,b]$, $s\in [c,d]$ and any other node on $y \in [r,s]$ is not in the union $y \notin [a,b] \cup [c,d]$. Also, we will assume that $[r,s]$ is fully reduced, i.e. does not visit any node twice. I will call such a path minimal.
Consider two such minimal $[r,s]$ and $[r',s']$ between the two segments $[a,b]$ and $[c,d]$. As $r,r'$ and $s,s'$ are connected to each other via the segments $[a,b]$ and $[c,d]$, we have two paths connecting $r$ to $s$, namely $[r,s]$ and $ [r,r'] \cup [r',s'] \cup [s',s]$. Both of these are fully reduced by our assumptions. But in a tree, fully reduced paths connecting the same endpoints are the same. Hence $r= r'$ and $s=s'$ and there is only one such path.
Hence we have shown the following: Any path connecting $[a,b]$ to $[c,d]$ contains the same minimal path $[r,s]$. Hence the intersection of all paths contains $[r,s]$. But trivially this path contains the intersection. Hence they are equal, which is what you wanted to prove.