This won't be a rigorous proof, but an intuitive answer (hopefully you can fill in the missing details if you wish). Any finite-dimensional complex semisimple $\mathfrak{g}$ can be embedded in $ \mathfrak{gl} (V) $ for some finite-dimensional vector space $V$; and we can introduce an inner product on $V$ such that the image of $ \mathfrak{u} $ w.r.t. this embedding is a subalgebra of the skew-Hermitian matrices $ \mathfrak{u} (V) $. Now, for an element $X \in \mathfrak{gl} (V)$ we have that $ \mathrm{ad}_X $ is semisimple iff $X$ is diagonalizable as a matrix. While not every matrix is diagonalizable, it is true that skew-Hermitian matrices are always diagonalizable.
I am fairly sure one can prove this without using the embedding into $ \mathfrak{gl} (V) $ (probably by directly using the construction of the compact real form), but I think my way intuitively targets the "why" part better.