Define the Lorentz group to be $$O(1,3)=\{\Lambda:\mathbb{R}^4\rightarrow\mathbb{R}^4|\eta(\Lambda u,\Lambda v)=\eta(u,v)\},$$ where $\eta$ is the Minkowski inner product. One could try to mimic the simple proof that rotations are linear in this case. For example, to show it distributes over the sum, we compute $$(\Lambda(u+v)-\Lambda u-\Lambda v)^2=(\Lambda(u+v))^2+(\Lambda u)^2+(\Lambda v)^2-2\eta(\Lambda(u+v),\Lambda u)-2\eta(\Lambda(u+v),\Lambda v)+2\eta(\Lambda u,\Lambda v).$$ In here we've writte $u^2=\eta(u,u)$. Then, the fact that Lorentz transformations preserve the Minkowski product allows us to eliminate the Lambdas from the right hand side. One can then recombine the terms above so that the left hand side becomes $(u+v)-u-v)^2$, which clearly vanished. Explicitely $$(\Lambda(u+v)-\Lambda u-\Lambda v)^2=(u+v)^2+u^2+v^2-2\eta(u+v,u)-2\eta(u+v,v)+2\eta(u,v)\\=u^2+2\eta(u,v)+v^2+u^2+v^2-2u^2-2\eta(v,u)-2\eta(u,v)-2v^2+2\eta(u,v)=0.$$ If $\eta$ was non-degenerate, as in the case of $O(3)$, this would guarantee that $\Lambda(u+v)=\Lambda u+\Lambda v$. However, in the Minkowski case, this procedure only guarantees that $\Lambda(u+v)-\Lambda u-\Lambda v$ is null.
Is there a way to proof further that it has to be zero, not only null? This would yield an appealing alternative to the more common calculus based proofs on can find in CFT textbooks. These can be found in the answers in this post Interval preserving transformations are linear in special relativity (I just realized looking back at this post that I provided an incorrect answer a couple of years back precisely because of this reason hahaha)