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Thanks, Ryan! There was also this mysterious link related thing appearing at the end of the answer, which seemed to be messing things up. Hopefully it is gone now...; added 2 characters in body; added 2 characters in body
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Ricardo Andrade
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Here is a proof which uses only singular homology.  $\newcommand{\RR}{\mathbb{R}}$ $\newcommand{\ZZ}{\mathbb{Z}}$ $\newcommand{\To}{\longrightarrow}$ $\newcommand{\Xminusx}{X\setminus\set{x}}$ $\newcommand{\Yminusy}{Y\setminus\set{y}}$ $\def\set#1{\lbrace#1\rbrace}$$\newcommand{\ZZ}{\mathbb{Z}}$$\newcommand{\To}{\longrightarrow}$$\def\set#1{\lbrace#1\rbrace}$$\newcommand{\Xminusx}{X\setminus\set{x}}$$\newcommand{\Yminusy}{Y\setminus\set{y}}$

Assume $f:X\times Y\to\RR^n$ is a homeomorphism, and that $X$ is compact. I will prove that $X$ is a singleton by applying repeatedly the Künneth theorem, and using a few basic calculations of singular homology. By default, I use homology with coefficients in $\ZZ$. One can also carry out the exact same proof using homology with coefficients in a field, but the resulting simplifications are fairly inconsequential.

General remarks

The spaces $X$ and $Y$ cannot be empty, and we will fix $x\in X$ and $y\in Y$. Let also $p=f(x,y)\in\RR^n$. Observe that $X$ and $Y$ are Hausdorff, given that $\RR^n$ is Hausdorff. In particular, $\Xminusx$ is open in $X$, and $\Yminusy$ is open in $Y$. Furthermore, as observed in the comments, $X$ and $Y$ are contractible since $\RR^n$ is contractible. In particular, $H_\ast(X)$ is zero in positive degrees, and is $\ZZ$ in degree zero.

Claim 1: $H_n(Y,\Yminusy) \simeq H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr)$

First of all, consider the pair $X\times(Y,\Yminusy)=\bigl(X\times Y,X\times(\Yminusy)\bigr)$. By the Künneth theorem and the contractibility of $X$, we conclude that $$ H_n\bigl(X\times Y,X\times (\Yminusy)\bigr) = H_0(X)\otimes H_n(Y,\Yminusy) = H_n(Y,\Yminusy) $$ The above pair $\bigl(X\times Y,X\times (\Yminusy)\bigr)$ is homeomorphic via $f$ to $\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr)$. The preceding expression thus implies $$ H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \simeq H_n(Y,\Yminusy) $$

Claim 2: $H_n(Y,\Yminusy)$ has a $\ZZ$ summand

Since $X$ is compact, the image $f(X\times\set{y})$ is compact in $\RR^n$, and thus bounded. Let $R\in\RR^+$ be such that $f(X\times\set{y})$ is contained in the closed ball of radius $R$ centered at $p$, $B_R(p)$. Then we have inclusions $$ \RR^n\setminus B_R(p) \subset \RR^n\setminus f(X\times\set{y}) \subset \RR^n\setminus\set{p} $$ which induce homomorphisms on homology: $$ \ZZ \simeq H_n(\RR^n,\RR^n\setminus\set{p}) \To H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \To H_n\bigl(\RR^n,\RR^n\setminus B_R(p)\bigr) \simeq \ZZ $$ The composition of the two maps is an isomorphism, therefore they exhibit a splitting of the middle group: $$ H_n(Y,\Yminusy) \simeq H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \simeq \ZZ \oplus A $$ for some abelian group $A$.

Claim 3: $H_\ast(X,\Xminusx)$ is concentrated in degree zero

Let $i$ be a positive integer. Observe that $f$ gives a homeomorphism between the pairs $\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr)$ and $(\RR^n,\RR^n\setminus\set{p})$. Consequently, $$ H_{n+i}\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) \simeq H_{n+i}(\RR^n,\RR^n\setminus\set{p}) = 0 $$

Recall that $\Xminusx$ and $\Yminusy$ are open in $X$ and $Y$, respectively. So we can apply the Künneth theorem to the pair $$ (X,\Xminusx)\times(Y,\Yminusy) = \bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) $$ which implies that there is a monomorphism $$ H_i(X,\Xminusx)\otimes H_n(Y,\Yminusy) \To H_{n+i}\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) = 0 $$ It follows that $H_i(X,\Xminusx)\otimes H_n(Y,\Yminusy) = 0$. Since $H_n(Y,\Yminusy)$ contains a summand isomorphic to $\ZZ$, we conclude that $H_i(X,\Xminusx)=0$.

Claim 4: $H_0(X,\Xminusx)$ is not zero

We now know that $H_\ast(X,\Xminusx)$ is zero in positive degrees, and it is necessarily a free abelian group in degree zero. Applying once more the Kunneth theorem to $(X,\Xminusx)\times(Y,\Yminusy)$, we obtain an isomorphism $$\begin{array}{rl} H_0(X,\Xminusx)\otimes H_n(Y,\Yminusy) \!\!\!\! & = H_n\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) \\ & \simeq H_n(\RR^n,\RR^n\setminus\set{p}) \\ & \simeq \ZZ \end{array}$$ Consequently, $H_0(X,\Xminusx) \neq 0$.

Conclusion

Since $H_0(X)=\ZZ$, the only way that we can have $H_0(X,\Xminusx) \neq 0$ is if $\Xminusx = \emptyset$. Thus $X=\set{x}$ is a singleton.

Here is a proof which uses only singular homology.  $\newcommand{\RR}{\mathbb{R}}$ $\newcommand{\ZZ}{\mathbb{Z}}$ $\newcommand{\To}{\longrightarrow}$ $\newcommand{\Xminusx}{X\setminus\set{x}}$ $\newcommand{\Yminusy}{Y\setminus\set{y}}$ $\def\set#1{\lbrace#1\rbrace}$

Assume $f:X\times Y\to\RR^n$ is a homeomorphism, and that $X$ is compact. I will prove that $X$ is a singleton by applying repeatedly the Künneth theorem, and using a few basic calculations of singular homology. By default, I use homology with coefficients in $\ZZ$. One can also carry out the exact same proof using homology with coefficients in a field, but the resulting simplifications are fairly inconsequential.

General remarks

The spaces $X$ and $Y$ cannot be empty, and we will fix $x\in X$ and $y\in Y$. Let also $p=f(x,y)\in\RR^n$. Observe that $X$ and $Y$ are Hausdorff, given that $\RR^n$ is Hausdorff. In particular, $\Xminusx$ is open in $X$, and $\Yminusy$ is open in $Y$. Furthermore, as observed in the comments, $X$ and $Y$ are contractible since $\RR^n$ is contractible. In particular, $H_\ast(X)$ is zero in positive degrees, and is $\ZZ$ in degree zero.

Claim 1: $H_n(Y,\Yminusy) \simeq H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr)$

First of all, consider the pair $X\times(Y,\Yminusy)=\bigl(X\times Y,X\times(\Yminusy)\bigr)$. By the Künneth theorem and the contractibility of $X$, we conclude that $$ H_n\bigl(X\times Y,X\times (\Yminusy)\bigr) = H_0(X)\otimes H_n(Y,\Yminusy) = H_n(Y,\Yminusy) $$ The above pair $\bigl(X\times Y,X\times (\Yminusy)\bigr)$ is homeomorphic via $f$ to $\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr)$. The preceding expression thus implies $$ H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \simeq H_n(Y,\Yminusy) $$

Claim 2: $H_n(Y,\Yminusy)$ has a $\ZZ$ summand

Since $X$ is compact, the image $f(X\times\set{y})$ is compact in $\RR^n$, and thus bounded. Let $R\in\RR^+$ be such that $f(X\times\set{y})$ is contained in the closed ball of radius $R$ centered at $p$, $B_R(p)$. Then we have inclusions $$ \RR^n\setminus B_R(p) \subset \RR^n\setminus f(X\times\set{y}) \subset \RR^n\setminus\set{p} $$ which induce homomorphisms on homology: $$ \ZZ \simeq H_n(\RR^n,\RR^n\setminus\set{p}) \To H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \To H_n\bigl(\RR^n,\RR^n\setminus B_R(p)\bigr) \simeq \ZZ $$ The composition of the two maps is an isomorphism, therefore they exhibit a splitting of the middle group: $$ H_n(Y,\Yminusy) \simeq H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \simeq \ZZ \oplus A $$ for some abelian group $A$.

Claim 3: $H_\ast(X,\Xminusx)$ is concentrated in degree zero

Let $i$ be a positive integer. Observe that $f$ gives a homeomorphism between the pairs $\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr)$ and $(\RR^n,\RR^n\setminus\set{p})$. Consequently, $$ H_{n+i}\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) \simeq H_{n+i}(\RR^n,\RR^n\setminus\set{p}) = 0 $$

Recall that $\Xminusx$ and $\Yminusy$ are open in $X$ and $Y$, respectively. So we can apply the Künneth theorem to the pair $$ (X,\Xminusx)\times(Y,\Yminusy) = \bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) $$ which implies that there is a monomorphism $$ H_i(X,\Xminusx)\otimes H_n(Y,\Yminusy) \To H_{n+i}\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) = 0 $$ It follows that $H_i(X,\Xminusx)\otimes H_n(Y,\Yminusy) = 0$. Since $H_n(Y,\Yminusy)$ contains a summand isomorphic to $\ZZ$, we conclude that $H_i(X,\Xminusx)=0$.

Claim 4: $H_0(X,\Xminusx)$ is not zero

We now know that $H_\ast(X,\Xminusx)$ is zero in positive degrees, and it is necessarily a free abelian group in degree zero. Applying once more the Kunneth theorem to $(X,\Xminusx)\times(Y,\Yminusy)$, we obtain an isomorphism $$\begin{array}{rl} H_0(X,\Xminusx)\otimes H_n(Y,\Yminusy) \!\!\!\! & = H_n\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) \\ & \simeq H_n(\RR^n,\RR^n\setminus\set{p}) \\ & \simeq \ZZ \end{array}$$ Consequently, $H_0(X,\Xminusx) \neq 0$.

Conclusion

Since $H_0(X)=\ZZ$, the only way that we can have $H_0(X,\Xminusx) \neq 0$ is if $\Xminusx = \emptyset$. Thus $X=\set{x}$ is a singleton.

Here is a proof which uses only singular homology.$\newcommand{\RR}{\mathbb{R}}$$\newcommand{\ZZ}{\mathbb{Z}}$$\newcommand{\To}{\longrightarrow}$$\def\set#1{\lbrace#1\rbrace}$$\newcommand{\Xminusx}{X\setminus\set{x}}$$\newcommand{\Yminusy}{Y\setminus\set{y}}$

Assume $f:X\times Y\to\RR^n$ is a homeomorphism, and that $X$ is compact. I will prove that $X$ is a singleton by applying repeatedly the Künneth theorem, and using a few basic calculations of singular homology. By default, I use homology with coefficients in $\ZZ$. One can also carry out the exact same proof using homology with coefficients in a field, but the resulting simplifications are fairly inconsequential.

General remarks

The spaces $X$ and $Y$ cannot be empty, and we will fix $x\in X$ and $y\in Y$. Let also $p=f(x,y)\in\RR^n$. Observe that $X$ and $Y$ are Hausdorff, given that $\RR^n$ is Hausdorff. In particular, $\Xminusx$ is open in $X$, and $\Yminusy$ is open in $Y$. Furthermore, as observed in the comments, $X$ and $Y$ are contractible since $\RR^n$ is contractible. In particular, $H_\ast(X)$ is zero in positive degrees, and is $\ZZ$ in degree zero.

Claim 1: $H_n(Y,\Yminusy) \simeq H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr)$

First of all, consider the pair $X\times(Y,\Yminusy)=\bigl(X\times Y,X\times(\Yminusy)\bigr)$. By the Künneth theorem and the contractibility of $X$, we conclude that $$ H_n\bigl(X\times Y,X\times (\Yminusy)\bigr) = H_0(X)\otimes H_n(Y,\Yminusy) = H_n(Y,\Yminusy) $$ The above pair $\bigl(X\times Y,X\times (\Yminusy)\bigr)$ is homeomorphic via $f$ to $\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr)$. The preceding expression thus implies $$ H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \simeq H_n(Y,\Yminusy) $$

Claim 2: $H_n(Y,\Yminusy)$ has a $\ZZ$ summand

Since $X$ is compact, the image $f(X\times\set{y})$ is compact in $\RR^n$, and thus bounded. Let $R\in\RR^+$ be such that $f(X\times\set{y})$ is contained in the closed ball of radius $R$ centered at $p$, $B_R(p)$. Then we have inclusions $$ \RR^n\setminus B_R(p) \subset \RR^n\setminus f(X\times\set{y}) \subset \RR^n\setminus\set{p} $$ which induce homomorphisms on homology: $$ \ZZ \simeq H_n(\RR^n,\RR^n\setminus\set{p}) \To H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \To H_n\bigl(\RR^n,\RR^n\setminus B_R(p)\bigr) \simeq \ZZ $$ The composition of the two maps is an isomorphism, therefore they exhibit a splitting of the middle group: $$ H_n(Y,\Yminusy) \simeq H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \simeq \ZZ \oplus A $$ for some abelian group $A$.

Claim 3: $H_\ast(X,\Xminusx)$ is concentrated in degree zero

Let $i$ be a positive integer. Observe that $f$ gives a homeomorphism between the pairs $\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr)$ and $(\RR^n,\RR^n\setminus\set{p})$. Consequently, $$ H_{n+i}\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) \simeq H_{n+i}(\RR^n,\RR^n\setminus\set{p}) = 0 $$

Recall that $\Xminusx$ and $\Yminusy$ are open in $X$ and $Y$, respectively. So we can apply the Künneth theorem to the pair $$ (X,\Xminusx)\times(Y,\Yminusy) = \bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) $$ which implies that there is a monomorphism $$ H_i(X,\Xminusx)\otimes H_n(Y,\Yminusy) \To H_{n+i}\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) = 0 $$ It follows that $H_i(X,\Xminusx)\otimes H_n(Y,\Yminusy) = 0$. Since $H_n(Y,\Yminusy)$ contains a summand isomorphic to $\ZZ$, we conclude that $H_i(X,\Xminusx)=0$.

Claim 4: $H_0(X,\Xminusx)$ is not zero

We now know that $H_\ast(X,\Xminusx)$ is zero in positive degrees, and it is necessarily a free abelian group in degree zero. Applying once more the Kunneth theorem to $(X,\Xminusx)\times(Y,\Yminusy)$, we obtain an isomorphism $$\begin{array}{rl} H_0(X,\Xminusx)\otimes H_n(Y,\Yminusy) \!\!\!\! & = H_n\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) \\ & \simeq H_n(\RR^n,\RR^n\setminus\set{p}) \\ & \simeq \ZZ \end{array}$$ Consequently, $H_0(X,\Xminusx) \neq 0$.

Conclusion

Since $H_0(X)=\ZZ$, the only way that we can have $H_0(X,\Xminusx) \neq 0$ is if $\Xminusx = \emptyset$. Thus $X=\set{x}$ is a singleton.

fix tex???
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Ryan Reich
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Here is a proof which uses only singular homology. $\newcommand{\RR}{\mathbb{R}} \newcommand{\ZZ}{\mathbb{Z}} \newcommand{\To}{\longrightarrow} \newcommand{\set}[1]{\lbrace #1 \rbrace} \newcommand{\Xminusx}{X\setminus\set{x}} \newcommand{\Yminusy}{Y\setminus\set{y}}$$\newcommand{\RR}{\mathbb{R}}$ $\newcommand{\ZZ}{\mathbb{Z}}$ $\newcommand{\To}{\longrightarrow}$ $\newcommand{\Xminusx}{X\setminus\set{x}}$ $\newcommand{\Yminusy}{Y\setminus\set{y}}$ $\def\set#1{\lbrace#1\rbrace}$

Assume $f:X\times Y\to\RR^n$ is a homeomorphism, and that $X$ is compact. I will prove that $X$ is a singleton by applying repeatedly the Künneth theorem, and using a few basic calculations of singular homology. By default, I use homology with coefficients in $\ZZ$. One can also carry out the exact same proof using homology with coefficients in a field, but the resulting simplifications are fairly inconsequential.

General remarks

The spaces $X$ and $Y$ cannot be empty, and we will fix $x\in X$ and $y\in Y$. Let also $p=f(x,y)\in\RR^n$. Observe that $X$ and $Y$ are Hausdorff, given that $\RR^n$ is Hausdorff. In particular, $\Xminusx$ is open in $X$, and $\Yminusy$ is open in $Y$. Furthermore, as observed in the comments, $X$ and $Y$ are contractible since $\RR^n$ is contractible. In particular, $H_\ast(X)$ is zero in positive degrees, and is $\ZZ$ in degree zero.

Claim 1: $H_n(Y,\Yminusy) \simeq H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr)$

First of all, consider the pair $X\times(Y,\Yminusy)=\bigl(X\times Y,X\times(\Yminusy)\bigr)$. By the Künneth theorem and the contractibility of $X$, we conclude that $$ H_n\bigl(X\times Y,X\times (\Yminusy)\bigr) = H_0(X)\otimes H_n(Y,\Yminusy) = H_n(Y,\Yminusy) $$ The above pair $\bigl(X\times Y,X\times (\Yminusy)\bigr)$ is homeomorphic via $f$ to $\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr)$. The preceding expression thus implies $$ H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \simeq H_n(Y,\Yminusy) $$

Claim 2: $H_n(Y,\Yminusy)$ has a $\ZZ$ summand

Since $X$ is compact, the image $f(X\times\set{y})$ is compact in $\RR^n$, and thus bounded. Let $R\in\RR^+$ be such that $f(X\times\set{y})$ is contained in the closed ball of radius $R$ centered at $p$, $B_R(p)$. Then we have inclusions $$ \RR^n\setminus B_R(p) \subset \RR^n\setminus f(X\times\set{y}) \subset \RR^n\setminus\set{p} $$ which induce homomorphisms on homology: $$ \ZZ \simeq H_n(\RR^n,\RR^n\setminus\set{p}) \To H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \To H_n\bigl(\RR^n,\RR^n\setminus B_R(p)\bigr) \simeq \ZZ $$ The composition of the two maps is an isomorphism, therefore they exhibit a splitting of the middle group: $$ H_n(Y,\Yminusy) \simeq H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \simeq \ZZ \oplus A $$ for some abelian group $A$.

Claim 3: $H_\ast(X,\Xminusx)$ is concentrated in degree zero

Let $i$ be a positive integer. Observe that $f$ gives a homeomorphism between the pairs $\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr)$ and $(\RR^n,\RR^n\setminus\set{p})$. Consequently, $$ H_{n+i}\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) \simeq H_{n+i}(\RR^n,\RR^n\setminus\set{p}) = 0 $$

Recall that $\Xminusx$ and $\Yminusy$ are open in $X$ and $Y$, respectively. So we can apply the Künneth theorem to the pair $$ (X,\Xminusx)\times(Y,\Yminusy) = \bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) $$ which implies that there is a monomorphism $$ H_i(X,\Xminusx)\otimes H_n(Y,\Yminusy) \To H_{n+i}\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) = 0 $$ It follows that $H_i(X,\Xminusx)\otimes H_n(Y,\Yminusy) = 0$. Since $H_n(Y,\Yminusy)$ contains a summand isomorphic to $\ZZ$, we conclude that $H_i(X,\Xminusx)=0$.

Claim 4: $H_0(X,\Xminusx)$ is not zero

We now know that $H_\ast(X,\Xminusx)$ is zero in positive degrees, and it is necessarily a free abelian group in degree zero. Applying once more the Kunneth theorem to $(X,\Xminusx)\times(Y,\Yminusy)$, we obtain an isomorphism $$\begin{array}{rl} H_0(X,\Xminusx)\otimes H_n(Y,\Yminusy) \!\!\!\! & = H_n\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) \\ & \simeq H_n(\RR^n,\RR^n\setminus\set{p}) \\ & \simeq \ZZ \end{array}$$ Consequently, $H_0(X,\Xminusx) \neq 0$.

Conclusion

Since $H_0(X)=\ZZ$, the only way that we can have $H_0(X,\Xminusx) \neq 0$ is if $\Xminusx = \emptyset$. Thus $X=\set{x}$ is a singleton.

Here is a proof which uses only singular homology. $\newcommand{\RR}{\mathbb{R}} \newcommand{\ZZ}{\mathbb{Z}} \newcommand{\To}{\longrightarrow} \newcommand{\set}[1]{\lbrace #1 \rbrace} \newcommand{\Xminusx}{X\setminus\set{x}} \newcommand{\Yminusy}{Y\setminus\set{y}}$

Assume $f:X\times Y\to\RR^n$ is a homeomorphism, and that $X$ is compact. I will prove that $X$ is a singleton by applying repeatedly the Künneth theorem, and using a few basic calculations of singular homology. By default, I use homology with coefficients in $\ZZ$. One can also carry out the exact same proof using homology with coefficients in a field, but the resulting simplifications are fairly inconsequential.

General remarks

The spaces $X$ and $Y$ cannot be empty, and we will fix $x\in X$ and $y\in Y$. Let also $p=f(x,y)\in\RR^n$. Observe that $X$ and $Y$ are Hausdorff, given that $\RR^n$ is Hausdorff. In particular, $\Xminusx$ is open in $X$, and $\Yminusy$ is open in $Y$. Furthermore, as observed in the comments, $X$ and $Y$ are contractible since $\RR^n$ is contractible. In particular, $H_\ast(X)$ is zero in positive degrees, and is $\ZZ$ in degree zero.

Claim 1: $H_n(Y,\Yminusy) \simeq H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr)$

First of all, consider the pair $X\times(Y,\Yminusy)=\bigl(X\times Y,X\times(\Yminusy)\bigr)$. By the Künneth theorem and the contractibility of $X$, we conclude that $$ H_n\bigl(X\times Y,X\times (\Yminusy)\bigr) = H_0(X)\otimes H_n(Y,\Yminusy) = H_n(Y,\Yminusy) $$ The above pair $\bigl(X\times Y,X\times (\Yminusy)\bigr)$ is homeomorphic via $f$ to $\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr)$. The preceding expression thus implies $$ H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \simeq H_n(Y,\Yminusy) $$

Claim 2: $H_n(Y,\Yminusy)$ has a $\ZZ$ summand

Since $X$ is compact, the image $f(X\times\set{y})$ is compact in $\RR^n$, and thus bounded. Let $R\in\RR^+$ be such that $f(X\times\set{y})$ is contained in the closed ball of radius $R$ centered at $p$, $B_R(p)$. Then we have inclusions $$ \RR^n\setminus B_R(p) \subset \RR^n\setminus f(X\times\set{y}) \subset \RR^n\setminus\set{p} $$ which induce homomorphisms on homology: $$ \ZZ \simeq H_n(\RR^n,\RR^n\setminus\set{p}) \To H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \To H_n\bigl(\RR^n,\RR^n\setminus B_R(p)\bigr) \simeq \ZZ $$ The composition of the two maps is an isomorphism, therefore they exhibit a splitting of the middle group: $$ H_n(Y,\Yminusy) \simeq H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \simeq \ZZ \oplus A $$ for some abelian group $A$.

Claim 3: $H_\ast(X,\Xminusx)$ is concentrated in degree zero

Let $i$ be a positive integer. Observe that $f$ gives a homeomorphism between the pairs $\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr)$ and $(\RR^n,\RR^n\setminus\set{p})$. Consequently, $$ H_{n+i}\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) \simeq H_{n+i}(\RR^n,\RR^n\setminus\set{p}) = 0 $$

Recall that $\Xminusx$ and $\Yminusy$ are open in $X$ and $Y$, respectively. So we can apply the Künneth theorem to the pair $$ (X,\Xminusx)\times(Y,\Yminusy) = \bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) $$ which implies that there is a monomorphism $$ H_i(X,\Xminusx)\otimes H_n(Y,\Yminusy) \To H_{n+i}\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) = 0 $$ It follows that $H_i(X,\Xminusx)\otimes H_n(Y,\Yminusy) = 0$. Since $H_n(Y,\Yminusy)$ contains a summand isomorphic to $\ZZ$, we conclude that $H_i(X,\Xminusx)=0$.

Claim 4: $H_0(X,\Xminusx)$ is not zero

We now know that $H_\ast(X,\Xminusx)$ is zero in positive degrees, and it is necessarily a free abelian group in degree zero. Applying once more the Kunneth theorem to $(X,\Xminusx)\times(Y,\Yminusy)$, we obtain an isomorphism $$\begin{array}{rl} H_0(X,\Xminusx)\otimes H_n(Y,\Yminusy) \!\!\!\! & = H_n\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) \\ & \simeq H_n(\RR^n,\RR^n\setminus\set{p}) \\ & \simeq \ZZ \end{array}$$ Consequently, $H_0(X,\Xminusx) \neq 0$.

Conclusion

Since $H_0(X)=\ZZ$, the only way that we can have $H_0(X,\Xminusx) \neq 0$ is if $\Xminusx = \emptyset$. Thus $X=\set{x}$ is a singleton.

Here is a proof which uses only singular homology. $\newcommand{\RR}{\mathbb{R}}$ $\newcommand{\ZZ}{\mathbb{Z}}$ $\newcommand{\To}{\longrightarrow}$ $\newcommand{\Xminusx}{X\setminus\set{x}}$ $\newcommand{\Yminusy}{Y\setminus\set{y}}$ $\def\set#1{\lbrace#1\rbrace}$

Assume $f:X\times Y\to\RR^n$ is a homeomorphism, and that $X$ is compact. I will prove that $X$ is a singleton by applying repeatedly the Künneth theorem, and using a few basic calculations of singular homology. By default, I use homology with coefficients in $\ZZ$. One can also carry out the exact same proof using homology with coefficients in a field, but the resulting simplifications are fairly inconsequential.

General remarks

The spaces $X$ and $Y$ cannot be empty, and we will fix $x\in X$ and $y\in Y$. Let also $p=f(x,y)\in\RR^n$. Observe that $X$ and $Y$ are Hausdorff, given that $\RR^n$ is Hausdorff. In particular, $\Xminusx$ is open in $X$, and $\Yminusy$ is open in $Y$. Furthermore, as observed in the comments, $X$ and $Y$ are contractible since $\RR^n$ is contractible. In particular, $H_\ast(X)$ is zero in positive degrees, and is $\ZZ$ in degree zero.

Claim 1: $H_n(Y,\Yminusy) \simeq H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr)$

First of all, consider the pair $X\times(Y,\Yminusy)=\bigl(X\times Y,X\times(\Yminusy)\bigr)$. By the Künneth theorem and the contractibility of $X$, we conclude that $$ H_n\bigl(X\times Y,X\times (\Yminusy)\bigr) = H_0(X)\otimes H_n(Y,\Yminusy) = H_n(Y,\Yminusy) $$ The above pair $\bigl(X\times Y,X\times (\Yminusy)\bigr)$ is homeomorphic via $f$ to $\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr)$. The preceding expression thus implies $$ H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \simeq H_n(Y,\Yminusy) $$

Claim 2: $H_n(Y,\Yminusy)$ has a $\ZZ$ summand

Since $X$ is compact, the image $f(X\times\set{y})$ is compact in $\RR^n$, and thus bounded. Let $R\in\RR^+$ be such that $f(X\times\set{y})$ is contained in the closed ball of radius $R$ centered at $p$, $B_R(p)$. Then we have inclusions $$ \RR^n\setminus B_R(p) \subset \RR^n\setminus f(X\times\set{y}) \subset \RR^n\setminus\set{p} $$ which induce homomorphisms on homology: $$ \ZZ \simeq H_n(\RR^n,\RR^n\setminus\set{p}) \To H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \To H_n\bigl(\RR^n,\RR^n\setminus B_R(p)\bigr) \simeq \ZZ $$ The composition of the two maps is an isomorphism, therefore they exhibit a splitting of the middle group: $$ H_n(Y,\Yminusy) \simeq H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \simeq \ZZ \oplus A $$ for some abelian group $A$.

Claim 3: $H_\ast(X,\Xminusx)$ is concentrated in degree zero

Let $i$ be a positive integer. Observe that $f$ gives a homeomorphism between the pairs $\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr)$ and $(\RR^n,\RR^n\setminus\set{p})$. Consequently, $$ H_{n+i}\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) \simeq H_{n+i}(\RR^n,\RR^n\setminus\set{p}) = 0 $$

Recall that $\Xminusx$ and $\Yminusy$ are open in $X$ and $Y$, respectively. So we can apply the Künneth theorem to the pair $$ (X,\Xminusx)\times(Y,\Yminusy) = \bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) $$ which implies that there is a monomorphism $$ H_i(X,\Xminusx)\otimes H_n(Y,\Yminusy) \To H_{n+i}\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) = 0 $$ It follows that $H_i(X,\Xminusx)\otimes H_n(Y,\Yminusy) = 0$. Since $H_n(Y,\Yminusy)$ contains a summand isomorphic to $\ZZ$, we conclude that $H_i(X,\Xminusx)=0$.

Claim 4: $H_0(X,\Xminusx)$ is not zero

We now know that $H_\ast(X,\Xminusx)$ is zero in positive degrees, and it is necessarily a free abelian group in degree zero. Applying once more the Kunneth theorem to $(X,\Xminusx)\times(Y,\Yminusy)$, we obtain an isomorphism $$\begin{array}{rl} H_0(X,\Xminusx)\otimes H_n(Y,\Yminusy) \!\!\!\! & = H_n\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) \\ & \simeq H_n(\RR^n,\RR^n\setminus\set{p}) \\ & \simeq \ZZ \end{array}$$ Consequently, $H_0(X,\Xminusx) \neq 0$.

Conclusion

Since $H_0(X)=\ZZ$, the only way that we can have $H_0(X,\Xminusx) \neq 0$ is if $\Xminusx = \emptyset$. Thus $X=\set{x}$ is a singleton.

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Here is a proof which uses only singular homology.  $\newcommand{\RR}{\mathbb{R}} \newcommand{\ZZ}{\mathbb{Z}} \newcommand{\To}{\longrightarrow} \newcommand{\set}[1]{\lbrace #1 \rbrace} \newcommand{\Xminusx}{X\setminus\set{x}} \newcommand{\Yminusy}{Y\setminus\set{y}}$

Assume $f:X\times Y\to\RR^n$ is a homeomorphism, and that $X$ is compact. I will prove that $X$ is a singleton by applying repeatedly the Künneth theorem, and using a few basic calculations of singular homology. By default, I use homology with coefficients in $\ZZ$. One can also carry out the exact same proof using homology with coefficients in a field, but the resulting simplifications are fairly inconsequential.

General remarks

The spaces $X$ and $Y$ cannot be empty, and we will fix $x\in X$ and $y\in Y$. Let also $p=f(x,y)\in\RR^n$. Observe that $X$ and $Y$ are Hausdorff, given that $\RR^n$ is Hausdorff. In particular, $\Xminusx$ is open in $X$, and $\Yminusy$ is open in $Y$. Furthermore, as observed in the comments, $X$ and $Y$ are contractible since $\RR^n$ is contractible. In particular, $H_\ast(X)$ is zero in positive degrees, and is $\ZZ$ in degree zero.

Claim 1: $H_n(Y,\Yminusy) \simeq H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr)$

First of all, consider the pair $X\times(Y,\Yminusy)=\bigl(X\times Y,X\times(\Yminusy)\bigr)$. By the Künneth theorem and the contractibility of $X$, we conclude that $$ H_n\bigl(X\times Y,X\times (\Yminusy)\bigr) = H_0(X)\otimes H_n(Y,\Yminusy) = H_n(Y,\Yminusy) $$ The above pair $\bigl(X\times Y,X\times (\Yminusy)\bigr)$ is homeomorphic via $f$ to $\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr)$. The preceding expression thus implies $$ H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \simeq H_n(Y,\Yminusy) $$

Claim 2: $H_n(Y,\Yminusy)$ has a $\ZZ$ summand

Since $X$ is compact, the image $f(X\times\set{y})$ is compact in $\RR^n$, and thus bounded. Let $R\in\RR^+$ be such that $f(X\times\set{y})$ is contained in the closed ball of radius $R$ centered at $p$, $B_R(p)$. Then we have inclusions $$ \RR^n\setminus B_R(p) \subset \RR^n\setminus f(X\times\set{y}) \subset \RR^n\setminus\set{p} $$ which induce homomorphisms on homology: $$ \ZZ \simeq H_n(\RR^n,\RR^n\setminus\set{p}) \To H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \To H_n\bigl(\RR^n,\RR^n\setminus B_R(p)\bigr) \simeq \ZZ $$ The composition of the two maps is an isomorphism, therefore they exhibit a splitting of the middle group: $$ H_n(Y,\Yminusy) \simeq H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \simeq \ZZ \oplus A $$ for some abelian group $A$.

Claim 3: $H_\ast(X,\Xminusx)$ is concentrated in degree zero

Let $i$ be a positive integer. Observe that $f$ gives a homeomorphism between the pairs $\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr)$ and $(\RR^n,\RR^n\setminus\set{p})$. Consequently, $$ H_{n+i}\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) \simeq H_{n+i}(\RR^n,\RR^n\setminus\set{p}) = 0 $$

Recall that $\Xminusx$ and $\Yminusy$ are open in $X$ and $Y$, respectively. So we can apply the Künneth theorem to the pair $$ (X,\Xminusx)\times(Y,\Yminusy) = \bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) $$ which implies that there is a monomorphism $$ H_i(X,\Xminusx)\otimes H_n(Y,\Yminusy) \To H_{n+i}\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) = 0 $$ It follows that $H_i(X,\Xminusx)\otimes H_n(Y,\Yminusy) = 0$. Since $H_n(Y,\Yminusy)$ contains a summand isomorphic to $\ZZ$, we conclude that $H_i(X,\Xminusx)=0$.

Claim 4: $H_0(X,\Xminusx)$ is not zero

We now know that $H_\ast(X,\Xminusx)$ is zero in positive degrees, and it is necessarily a free abelian group in degree zero. Applying once more the Kunneth theorem to $(X,\Xminusx)\times(Y,\Yminusy)$, we obtain an isomorphism $$\begin{array}{rl} H_0(X,\Xminusx)\otimes H_n(Y,\Yminusy) \!\!\!\! & = H_n\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) \\ & \simeq H_n(\RR^n,\RR^n\setminus\set{p}) \\ & \simeq \ZZ \end{array}$$ Consequently, $H_0(X,\Xminusx) \neq 0$.

Conclusion

Since $H_0(X)=\ZZ$, the only way that we can have $H_0(X,\Xminusx) \neq 0$ is if $\Xminusx = \emptyset$. Thus $X=\set{x}$ is a singleton.

Here is a proof which uses only singular homology.$\newcommand{\RR}{\mathbb{R}} \newcommand{\ZZ}{\mathbb{Z}} \newcommand{\To}{\longrightarrow} \newcommand{\set}[1]{\lbrace #1 \rbrace} \newcommand{\Xminusx}{X\setminus\set{x}} \newcommand{\Yminusy}{Y\setminus\set{y}}$

Assume $f:X\times Y\to\RR^n$ is a homeomorphism, and that $X$ is compact. I will prove that $X$ is a singleton by applying repeatedly the Künneth theorem, and using a few basic calculations of singular homology. By default, I use homology with coefficients in $\ZZ$. One can also carry out the exact same proof using homology with coefficients in a field, but the resulting simplifications are fairly inconsequential.

General remarks

The spaces $X$ and $Y$ cannot be empty, and we will fix $x\in X$ and $y\in Y$. Let also $p=f(x,y)\in\RR^n$. Observe that $X$ and $Y$ are Hausdorff, given that $\RR^n$ is Hausdorff. In particular, $\Xminusx$ is open in $X$, and $\Yminusy$ is open in $Y$. Furthermore, as observed in the comments, $X$ and $Y$ are contractible since $\RR^n$ is contractible. In particular, $H_\ast(X)$ is zero in positive degrees, and is $\ZZ$ in degree zero.

Claim 1: $H_n(Y,\Yminusy) \simeq H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr)$

First of all, consider the pair $X\times(Y,\Yminusy)=\bigl(X\times Y,X\times(\Yminusy)\bigr)$. By the Künneth theorem and the contractibility of $X$, we conclude that $$ H_n\bigl(X\times Y,X\times (\Yminusy)\bigr) = H_0(X)\otimes H_n(Y,\Yminusy) = H_n(Y,\Yminusy) $$ The above pair $\bigl(X\times Y,X\times (\Yminusy)\bigr)$ is homeomorphic via $f$ to $\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr)$. The preceding expression thus implies $$ H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \simeq H_n(Y,\Yminusy) $$

Claim 2: $H_n(Y,\Yminusy)$ has a $\ZZ$ summand

Since $X$ is compact, the image $f(X\times\set{y})$ is compact in $\RR^n$, and thus bounded. Let $R\in\RR^+$ be such that $f(X\times\set{y})$ is contained in the closed ball of radius $R$ centered at $p$, $B_R(p)$. Then we have inclusions $$ \RR^n\setminus B_R(p) \subset \RR^n\setminus f(X\times\set{y}) \subset \RR^n\setminus\set{p} $$ which induce homomorphisms on homology: $$ \ZZ \simeq H_n(\RR^n,\RR^n\setminus\set{p}) \To H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \To H_n\bigl(\RR^n,\RR^n\setminus B_R(p)\bigr) \simeq \ZZ $$ The composition of the two maps is an isomorphism, therefore they exhibit a splitting of the middle group: $$ H_n(Y,\Yminusy) \simeq H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \simeq \ZZ \oplus A $$ for some abelian group $A$.

Claim 3: $H_\ast(X,\Xminusx)$ is concentrated in degree zero

Let $i$ be a positive integer. Observe that $f$ gives a homeomorphism between the pairs $\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr)$ and $(\RR^n,\RR^n\setminus\set{p})$. Consequently, $$ H_{n+i}\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) \simeq H_{n+i}(\RR^n,\RR^n\setminus\set{p}) = 0 $$

Recall that $\Xminusx$ and $\Yminusy$ are open in $X$ and $Y$, respectively. So we can apply the Künneth theorem to the pair $$ (X,\Xminusx)\times(Y,\Yminusy) = \bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) $$ which implies that there is a monomorphism $$ H_i(X,\Xminusx)\otimes H_n(Y,\Yminusy) \To H_{n+i}\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) = 0 $$ It follows that $H_i(X,\Xminusx)\otimes H_n(Y,\Yminusy) = 0$. Since $H_n(Y,\Yminusy)$ contains a summand isomorphic to $\ZZ$, we conclude that $H_i(X,\Xminusx)=0$.

Claim 4: $H_0(X,\Xminusx)$ is not zero

We now know that $H_\ast(X,\Xminusx)$ is zero in positive degrees, and it is necessarily a free abelian group in degree zero. Applying once more the Kunneth theorem to $(X,\Xminusx)\times(Y,\Yminusy)$, we obtain an isomorphism $$\begin{array}{rl} H_0(X,\Xminusx)\otimes H_n(Y,\Yminusy) \!\!\!\! & = H_n\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) \\ & \simeq H_n(\RR^n,\RR^n\setminus\set{p}) \\ & \simeq \ZZ \end{array}$$ Consequently, $H_0(X,\Xminusx) \neq 0$.

Conclusion

Since $H_0(X)=\ZZ$, the only way that we can have $H_0(X,\Xminusx) \neq 0$ is if $\Xminusx = \emptyset$. Thus $X=\set{x}$ is a singleton.

Here is a proof which uses only singular homology.  $\newcommand{\RR}{\mathbb{R}} \newcommand{\ZZ}{\mathbb{Z}} \newcommand{\To}{\longrightarrow} \newcommand{\set}[1]{\lbrace #1 \rbrace} \newcommand{\Xminusx}{X\setminus\set{x}} \newcommand{\Yminusy}{Y\setminus\set{y}}$

Assume $f:X\times Y\to\RR^n$ is a homeomorphism, and that $X$ is compact. I will prove that $X$ is a singleton by applying repeatedly the Künneth theorem, and using a few basic calculations of singular homology. By default, I use homology with coefficients in $\ZZ$. One can also carry out the exact same proof using homology with coefficients in a field, but the resulting simplifications are fairly inconsequential.

General remarks

The spaces $X$ and $Y$ cannot be empty, and we will fix $x\in X$ and $y\in Y$. Let also $p=f(x,y)\in\RR^n$. Observe that $X$ and $Y$ are Hausdorff, given that $\RR^n$ is Hausdorff. In particular, $\Xminusx$ is open in $X$, and $\Yminusy$ is open in $Y$. Furthermore, as observed in the comments, $X$ and $Y$ are contractible since $\RR^n$ is contractible. In particular, $H_\ast(X)$ is zero in positive degrees, and is $\ZZ$ in degree zero.

Claim 1: $H_n(Y,\Yminusy) \simeq H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr)$

First of all, consider the pair $X\times(Y,\Yminusy)=\bigl(X\times Y,X\times(\Yminusy)\bigr)$. By the Künneth theorem and the contractibility of $X$, we conclude that $$ H_n\bigl(X\times Y,X\times (\Yminusy)\bigr) = H_0(X)\otimes H_n(Y,\Yminusy) = H_n(Y,\Yminusy) $$ The above pair $\bigl(X\times Y,X\times (\Yminusy)\bigr)$ is homeomorphic via $f$ to $\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr)$. The preceding expression thus implies $$ H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \simeq H_n(Y,\Yminusy) $$

Claim 2: $H_n(Y,\Yminusy)$ has a $\ZZ$ summand

Since $X$ is compact, the image $f(X\times\set{y})$ is compact in $\RR^n$, and thus bounded. Let $R\in\RR^+$ be such that $f(X\times\set{y})$ is contained in the closed ball of radius $R$ centered at $p$, $B_R(p)$. Then we have inclusions $$ \RR^n\setminus B_R(p) \subset \RR^n\setminus f(X\times\set{y}) \subset \RR^n\setminus\set{p} $$ which induce homomorphisms on homology: $$ \ZZ \simeq H_n(\RR^n,\RR^n\setminus\set{p}) \To H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \To H_n\bigl(\RR^n,\RR^n\setminus B_R(p)\bigr) \simeq \ZZ $$ The composition of the two maps is an isomorphism, therefore they exhibit a splitting of the middle group: $$ H_n(Y,\Yminusy) \simeq H_n\bigl(\RR^n,\RR^n\setminus f(X\times\set{y})\bigr) \simeq \ZZ \oplus A $$ for some abelian group $A$.

Claim 3: $H_\ast(X,\Xminusx)$ is concentrated in degree zero

Let $i$ be a positive integer. Observe that $f$ gives a homeomorphism between the pairs $\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr)$ and $(\RR^n,\RR^n\setminus\set{p})$. Consequently, $$ H_{n+i}\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) \simeq H_{n+i}(\RR^n,\RR^n\setminus\set{p}) = 0 $$

Recall that $\Xminusx$ and $\Yminusy$ are open in $X$ and $Y$, respectively. So we can apply the Künneth theorem to the pair $$ (X,\Xminusx)\times(Y,\Yminusy) = \bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) $$ which implies that there is a monomorphism $$ H_i(X,\Xminusx)\otimes H_n(Y,\Yminusy) \To H_{n+i}\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) = 0 $$ It follows that $H_i(X,\Xminusx)\otimes H_n(Y,\Yminusy) = 0$. Since $H_n(Y,\Yminusy)$ contains a summand isomorphic to $\ZZ$, we conclude that $H_i(X,\Xminusx)=0$.

Claim 4: $H_0(X,\Xminusx)$ is not zero

We now know that $H_\ast(X,\Xminusx)$ is zero in positive degrees, and it is necessarily a free abelian group in degree zero. Applying once more the Kunneth theorem to $(X,\Xminusx)\times(Y,\Yminusy)$, we obtain an isomorphism $$\begin{array}{rl} H_0(X,\Xminusx)\otimes H_n(Y,\Yminusy) \!\!\!\! & = H_n\bigl(X\times Y,(X\times Y)\setminus\set{(x,y)}\bigr) \\ & \simeq H_n(\RR^n,\RR^n\setminus\set{p}) \\ & \simeq \ZZ \end{array}$$ Consequently, $H_0(X,\Xminusx) \neq 0$.

Conclusion

Since $H_0(X)=\ZZ$, the only way that we can have $H_0(X,\Xminusx) \neq 0$ is if $\Xminusx = \emptyset$. Thus $X=\set{x}$ is a singleton.

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