I have found my own mostly combinatorial proof. Write $[m]:=\{1,2,\ldots,m\}$ for every nonnegative integer $m$. There are $\dbinom{2n+1}{2k+1}$ subsets $S$ of $[2n+1]$ of size $2k+1$. We shall count the number of such sets given that the $(k+1)$-st largest element is $2n+1-s$ for some $s\in\{0,1,2,\ldots,2n\}$. There are $k$ elements left to choose from $[2n-s]$, which can be done in $\dbinom{2n-s}{k}$ ways. There are also $k$ elements to choose from $[2n+1]\setminus[2n+1-s]$, which can be done in $\dbinom{s}{k}$ ways. Hence,
$$\binom{2n+1}{2k+1}=\sum_{s=0}^{2n}\,\binom{s}{k}\,\binom{2n-s}{k}=\sum_{s=k}^{2n-k}\,\binom{s}{k}\,\binom{2n-s}{k}\,.\tag{*}$$
Now, write $\dbinom{2n-s}{k}=\dbinom{2n-s}{s-(s-k)}$ for $s\geq k$. Using the identity (2) from the answer here, which has a combinatorial proof, we obtain
$$\begin{align}
\dbinom{2n-s}{k}&=\sum_{r=0}^{s-k}\,(-1)^r\,\binom{s-k}{r}\,\binom{(2n-s)+(s-k)-r}{s}
\\&=\sum_{r=0}^{s-k}\,(-1)^r\,\binom{s-k}{r}\binom{2n-k-r}{s}\,.
\end{align}$$
Thus, (*) becomes
$$\binom{2n+1}{2k+1}=\sum_{s=k}^{2n-k}\,\binom{s}{k}\,\sum_{r=0}^{s-k}\,(-1)^r\,\binom{s-k}{r}\,\binom{2n-k-r}{s}\,.$$
Let $j:=r+k$. We have
$$\binom{2n+1}{2k+1}=\sum_{j=k}^n\,(-1)^{j-k}\,\sum_{s=j}^{2n-k}\,\binom{s}{k}\,\binom{s-k}{j-k}\,\binom{2n-j}{s}\,.$$
Note that $\dbinom{s}{k}\,\dbinom{s-k}{j-k}=\dbinom{s}{j}\,\dbinom{j}{k}$. Ergo,
$$\binom{2n+1}{2k+1}=\sum_{j=k}^n\,(-1)^{j-k}\,\binom{j}{k}\,\sum_{s=j}^{2n-k}\,\binom{s}{j}\,\binom{2n-j}{s}\,.$$
Again, we have $\dbinom{s}{j}\,\dbinom{2n-j}{s}=\dbinom{2n-j}{j}\,\dbinom{2(n-j)}{s-j}$, whence
$$\binom{2n+1}{2k+1}=\sum_{j=k}^n\,(-1)^{j-k}\,\binom{j}{k}\,\dbinom{2n-j}{j}\,\sum_{s=j}^{2n-k}\,\binom{2(n-j)}{s-j}\,.$$
Finally, $\sum\limits_{s=j}^{2n-k}\,\dbinom{2(n-j)}{s-j}=\sum\limits_{s=j}^{2n-j}\,\dbinom{2(n-j)}{s-j}=2^{2(n-j)}$ leads to
$$\binom{2n+1}{2k+1}=\sum_{j=k}^n\,(-1)^{j-k}\,\binom{j}{k}\,\dbinom{2n-j}{j}\,2^{2(n-j)}\,.$$