Consider $A \subseteq \mathbb{R}^{n}$ closed set. I must show that if $A$ is not convex then there exist $x,y \in A$ such that \begin{align*} A \cap (x,y) = \emptyset, \text{ where } (x,y):= \{ (1-t)x + ty | t \in (0,1)\}. \end{align*}
Is it that trivial as I think? A set being not convex means that it does not contain the lines that make up a segment, so naturally its intersection with the convex set would be nothing.
Am I missing something?