Let the numbers be $a,b,c,d$.

Modulo $3$, there are $3$ possible values which are $0, 1, 2$.

So, using Pigeon Hole Principle, at least $2$ of the numbers are equal modulo $3$.

Without loss of generality, assume that $a\equiv b \pmod{3}$.

So, $|a-b|\equiv 0\pmod 3$

So, the difference of $2$ numbers is divisible by $3$.