Others have done all the necessary calculations, so here's some hairy maths. I assume as per the question that all orbits are circular and that the planets move in such a way that the average distance equals the average over all angular differences. Then it turns out that the average distance from earth to a planet whose orbit has radius $r$ astronomical units (i.e., $r$ times the radius of the earth's orbit) is $\frac2\pi(1+r)E(\frac{4r}{1+r^2})$ astronomical units, where E is the so-called complete elliptic integral of the second kind, what Mathematica calls EllipticE
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So what we'd like to be true is that this is an increasing function of $r$. This does appear to be true, but proving it is not so trivial.
Rather than looking at the average over the whole orbit, let's look at just two antipodal points. So, suppose the angle between earth's position and the other planet's position is $\theta$, so that the distance is $\sqrt{(r-\cos\theta)^2+\sin^2\theta}$; half-way around the orbit the other planet's position is $\theta+\pi$ and the distance is $\sqrt{(r+\cos\theta)^2+\sin^2\theta}$. The sum of these is $f(r,\theta):=\sqrt{(r-\cos\theta)^2+\sin^2\theta}+\sqrt{(r+\cos\theta)^2+\sin^2\theta}$, our average is the average of this over all values of $\theta$, and it will be an increasing function of $r$ if $f$ is for every $\theta$. This will be true if it's true when we consider instead $g(r,u,v):=\sqrt{(r-u)^2+v^2}+\sqrt{(r+u)^2+v^2}$ and allow $u,v$ to take any value at all. (Which just corresponds to letting the earth's distance from the sun be something other than 1 unit.)
The derivative of this thing is $\frac{r+u}{\sqrt{(r+u)^2+v^2}}+\frac{r-u}{\sqrt{(r-u)^2+v^2}}$. Obviously this is positive when $r>u$. When $r<u$ it's $h(u+r,v)-h(u-r,v)$ where $h(p,q)=\frac{p}{\sqrt{p^2+q^2}}=\cos\tan^{-1}\frac qp$. But this is obviously a decreasing function of $q/p$, hence an increasing function of $p$, which means that $h(u+r,v)>h(u-r,v)$, which means that $\frac{\partial g}{\partial r}>0$, which means that $\frac{\partial f}{\partial r}>0$, which means that $\frac{\partial\int f}{\partial r}>0$, which means that indeed the average distance is an increasing function of $r$.
I suspect there may be an easier more purely geometrical way to do this.