I am following the paper by Christandl and Winter introducing squashed entanglement. My question is particularly on the continuity proof of squshed entanglement mentioned after conjecture 14 and before remark 15 (page 6 of the arXiv version).
To make the question more or less self-contained, squashed entanglement of a density matrix $\rho^{AB}$ is defined by $E_{sq}(\rho){=}\inf_E I(A:B|E)_{\rho}/2$, where the infimum of quantum conditional mutual information (QCMI) is obtained for all possible extensions of $\rho^{AB}$. More precisely, if a purification of $\rho^{AB}$ is given by $|\rho\rangle\rangle^{ABC_1}$, we have to take infimum over all possible CPTP maps $\Lambda^{C_1{\rightarrow}E_1}$ acting on the purified extension, $\rho^{ABE_1}{=}\Lambda^{C_1{\rightarrow}E_1}(|\rho\rangle\rangle\langle\langle\rho|^{ABC_1})$.
Now Christandl and Winter attempt to show the continuity of squashed entanglement, which asks if the trace distance between two density matrices is small, $\parallel\rho^{AB}-\sigma^{AB}\parallel_1{\leq}\epsilon$, does it imply $|E_{sq}(\rho)-E_{sq}(\sigma)|{\leq}f(\epsilon)$ with $\lim_{\epsilon {\rightarrow} 0}f(\epsilon){=}0$?
Brief proof-sketch: $\parallel\rho^{AB}-\sigma^{AB}\parallel_1{\leq}\epsilon$ implies the purifications are also close, $\parallel|\rho\rangle\rangle^{ABC_1}-|\sigma\rangle\rangle^{ABC_2}\parallel_1{\leq}2\sqrt{\epsilon}$. Now trace-distance is contractive under a CPTP map, i.e. for a CPTP map $\Phi(.)$, $\parallel \Phi(\rho)-\Phi(\sigma)\parallel_1{\leq}\parallel \rho-\sigma\parallel_1$. Hence if on the purified systems, same CPTP maps, $\Lambda^{C_1{\rightarrow}E_1}$ and $\Lambda^{C_2{\rightarrow}E_2}$ are applied, we have $\parallel \rho^{ABE_1}-\sigma^{ABE_2}\parallel_1{\leq}2\sqrt{\epsilon}$. From that continuity of QCMI follows (see corollary 1 of the Shirokov paper for a better bound).
However, I have trouble understanding the next part of the proof. The part where after getting $|I(A:B|E_1)_\rho-I(A:B|E_2)_\sigma|{\leq}f(\epsilon)$, they argued ``since this applies to any quantum operation $\Lambda$ and thus to every state extension of $\rho_{AB}$ and $\sigma_{AB}$ respectively, we obtain" $|E_{sq}(\rho)-E_{sq}(\sigma)|{\leq}f(\epsilon)$.
Question: Note the optimal extensions may have different dimensions, $\dim(E_1){\neq}\dim(E_2)$. Even if this is not the case, the extensions $\rho^{ABE_1}$ and $\sigma^{ABE_2}$ may be obtained by different CPTP maps (e.g., $\Lambda_1$ for $\rho$ and $\Lambda_2$ for $\sigma$), in which case we cannot apply the contractivity of trace distance. Given these issues, how can we justify the conclusion $|E_{sq}(\rho)-E_{sq}(\sigma)|{\leq}f(\epsilon)$?