Consider a 1-Lipschitz function $f: \mathbb R^n \to \mathbb R$ satisfying the inequality
\begin{align*}
|f(x) - f(y)| \le \|x-y\|_2, \;\forall x,y \in \mathbb R^n.
\end{align*}
For $n \ge 2$, can we find a 1-Lipschitz function that saturates the above inequality *on the average*?

 To make the notion of "on the average" precise, let $x$ and $y$ be independent standard Gaussian vectors, i.e., $x,y \sim N(0,I_n)$. One can show that 
$$\mathbb E \big|\|x\|_2 - \|y\|_2\big| \asymp 1.$$ 
while 
$$\mathbb E\|x-y\|_2 \asymp \sqrt{n}.$$
Is there a 1-Lipschitz function $f : \mathbb R^n \to \mathbb R$ such that 
$$\mathbb E|f(x) - f(y)| \asymp \sqrt{n}?$$
Here $\asymp$ means inequalities go in both directions up to constants.

A related question is determining the order of 
$$
\sup_{f \in \text{Lip}(1)}\mathbb E|f(x) - f(y)|
$$
where $\text{Lip}(1)$ is the set of $1$-Lipschitz functions from $\mathbb R^n$ to $\mathbb R$.