In multiple sources, e.g. RGK, KGR, it is stated (without proof) that if you take any two qubit state and send it through a depolarizing channel, the resulting state would be a Bell-diagonal state. I understand that a bipartite Bell-diagonal state $\rho_{AB}$ has the form:
$$ \rho_{AB} = \lambda_1 |\Psi^+\rangle\langle \Psi^+| + \lambda_2 |\Psi^-\rangle\langle \Psi^-| +\lambda_3 |\Phi^+\rangle\langle \Phi^+| +\lambda_4 |\Phi^-\rangle\langle \Phi^-|, $$ where $|\Psi^+\rangle, |\Psi^-\rangle, |\Phi^+\rangle, |\Phi^-\rangle$ are the usual Bell states. The action of a depolarizing channel $\mathcal{E}$ on two qubits is defined as:
$$ \mathcal{E}(\rho_{AB}) = \sum_i (E_i \otimes E_i) \rho_{AB} (E_i \otimes E_i)^\dagger, $$ where $E_i \in \{\mathbb{I}, \sigma_x, \sigma_y, \sigma_z\}$ are the Pauli operators. However, I don't see why ANY bipartite density operator would be transformed into a Bell-diagonal state. Is there any proof of this claim?