We study the diffusivity of a tagged particle in a binary mixture of Brownian particles with non-reciprocal interactions. Numerical simulations reveal that, for a broad class of interaction potentials, non-reciprocity can significantly increase the long-time diffusion coefficient of tracer particles, and that this diffusion enhancement is associated with a breakdown of the Einstein relation. These observations are quantified and confirmed via two different and complementary analytical approaches: (i) a linearized stochastic density field theory, which is particularly accurate in the limit of soft interactions; (ii) a reduced two-body description, which is exact at leading order in the density of particles. The latter reveals that diffusion enhancement can be attributed to the formation of transiently propelled dimers of particles, whose cohesion and speed are controlled by the non-reciprocal interactions.