Well, the statement is true when H is a Lie subgroup of G, not a simple subgroup. It is enough, to this end, that H is a closed subgroup of G.
Concerning the proof, it is technical, but the general idea can be grasped from the following heuristic reasoning. G acts transitively on M:=G/H by representation G∋g↦fg where fg:M→M is defined as:
fg:M∋[g′]↦[g′g]
You can easily see that fg=id if and only if g∈H. Therefore, if you fix p∈M you can reach every other point q by means of a suitable fg using as degrees of freedom the n=dimG coordinates determining g. This can be done completely disregarding the m=dimH coordinates defining elements in H, since they give rise to trivial actions in M which leave p fixed. This means that, to define a point q on M (starting form a fixed on p) you need to fix n−m coordinates. Thus M has dimension n−m=dimG−dimH.