[proofplan]
The proof has two independent parts. First, the coordinatewise inequality $a_i\le b_i$ makes every defining summand for $E(b_1,\dots,b_n)$ no larger than the corresponding summand for $E(a_1,\dots,a_n)$, so the set inclusion is literal; it is symplectic because it is the restriction of the identity map on $(\mathbb C^n,\omega_0)$. Second, the ellipsoid contains a standard ball whose capacity is the smallest axis parameter $\min_i a_i$. Composing this ball inclusion, or any other symplectic ball embedding into the ellipsoid, with a proposed embedding into the cylinder gives a ball-cylinder symplectic embedding, and Gromov non-squeezing forces the stated radius bound.
[/proofplan]
[step:Compare the defining inequalities coordinate by coordinate]
Let
\begin{align*}
\iota:E(a_1,\dots,a_n)\to E(b_1,\dots,b_n)
\end{align*}
denote the ordinary inclusion map, provided it is well-defined. Fix $z=(z_1,\dots,z_n)\in E(a_1,\dots,a_n)$. Since $a_i\le b_i$ and $a_i,b_i>0$, we have
\begin{align*}
\frac{\pi |z_i|^2}{b_i}\le \frac{\pi |z_i|^2}{a_i}
\end{align*}
for every $i\in\{1,\dots,n\}$. Summing these inequalities gives
\begin{align*}
\sum_{i=1}^n\frac{\pi |z_i|^2}{b_i}\le \sum_{i=1}^n\frac{\pi |z_i|^2}{a_i}<1.
\end{align*}
Therefore $z\in E(b_1,\dots,b_n)$, and hence
\begin{align*}
E(a_1,\dots,a_n)\subset E(b_1,\dots,b_n).
\end{align*}
The map $\iota$ is the restriction of the identity map
\begin{align*}
\operatorname{id}_{\mathbb C^n}:\mathbb C^n\to\mathbb C^n.
\end{align*}
Since $\operatorname{id}_{\mathbb C^n}^*\omega_0=\omega_0$, the restricted map satisfies
\begin{align*}
\iota^*(\omega_0|_{E(b_1,\dots,b_n)})=\omega_0|_{E(a_1,\dots,a_n)}.
\end{align*}
Thus $\iota$ is a symplectic embedding.
[/step]
[step:Find the largest coordinate-free standard ball contained in the ellipsoid]
Define
\begin{align*}
m:=\min_{1\le i\le n}a_i.
\end{align*}
Since each $a_i>0$, we have $m>0$. Let
\begin{align*}
\rho:=\sqrt{\frac{m}{\pi}}.
\end{align*}
We claim that
\begin{align*}
B^{2n}(\rho)\subset E(a_1,\dots,a_n).
\end{align*}
Indeed, if $z=(z_1,\dots,z_n)\in B^{2n}(\rho)$, then
\begin{align*}
\sum_{i=1}^n |z_i|^2=|z|^2<\rho^2=\frac{m}{\pi}.
\end{align*}
Because $m\le a_i$ for every $i$, we have
\begin{align*}
\frac{\pi |z_i|^2}{a_i}\le \frac{\pi |z_i|^2}{m}
\end{align*}
for every $i\in\{1,\dots,n\}$. Summing gives
\begin{align*}
\sum_{i=1}^n\frac{\pi |z_i|^2}{a_i}\le \frac{\pi}{m}\sum_{i=1}^n |z_i|^2<1.
\end{align*}
Thus $z\in E(a_1,\dots,a_n)$, proving the claimed ball inclusion.
[guided]
The goal of this step is to identify a standard ball that is definitely contained in the ellipsoid without choosing a preferred coordinate axis. Define
\begin{align*}
m:=\min_{1\le i\le n}a_i.
\end{align*}
This number is positive because all $a_i$ are positive. The natural ball radius is
\begin{align*}
\rho:=\sqrt{\frac{m}{\pi}},
\end{align*}
because the standard ball $B^{2n}(\rho)$ has capacity $\pi\rho^2=m$.
We now verify the containment directly from the definitions. Take
\begin{align*}
z=(z_1,\dots,z_n)\in B^{2n}(\rho).
\end{align*}
By definition of the Euclidean ball in $\mathbb C^n\cong\mathbb R^{2n}$,
\begin{align*}
\sum_{i=1}^n |z_i|^2=|z|^2<\rho^2=\frac{m}{\pi}.
\end{align*}
Since $m\le a_i$ for each index $i$, division by positive numbers gives
\begin{align*}
\frac{1}{a_i}\le \frac{1}{m}.
\end{align*}
Multiplying by the nonnegative quantity $\pi |z_i|^2$ gives
\begin{align*}
\frac{\pi |z_i|^2}{a_i}\le \frac{\pi |z_i|^2}{m}.
\end{align*}
After summing over all $i\in\{1,\dots,n\}$, we obtain
\begin{align*}
\sum_{i=1}^n\frac{\pi |z_i|^2}{a_i}\le \frac{\pi}{m}\sum_{i=1}^n |z_i|^2<1.
\end{align*}
This is exactly the defining inequality for $z\in E(a_1,\dots,a_n)$. Hence
\begin{align*}
B^{2n}\left(\sqrt{\frac{m}{\pi}}\right)\subset E(a_1,\dots,a_n).
\end{align*}
[/guided]
[/step]
[step:Compose the contained ball with the assumed cylinder embedding]
Assume that
\begin{align*}
\Phi:E(a_1,\dots,a_n)\to Z^{2n}(R)
\end{align*}
is a symplectic embedding. Let
\begin{align*}
j:B^{2n}(\rho)\to E(a_1,\dots,a_n)
\end{align*}
denote the ordinary inclusion map from the previous step. As before, $j$ is the restriction of the identity map on $\mathbb C^n$, so $j$ is symplectic. Therefore the composition
\begin{align*}
\Phi\circ j:B^{2n}(\rho)\to Z^{2n}(R)
\end{align*}
is a symplectic embedding.
[/step]
[step:Apply non-squeezing to the composed ball-cylinder embedding]
The hypotheses of [citetheorem:10075] apply to the symplectic embedding
\begin{align*}
\Phi\circ j:B^{2n}(\rho)\to Z^{2n}(R),
\end{align*}
because $n\ge 2$, $\rho>0$, $R>0$, and both source and target carry the standard symplectic form $\omega_0$. Hence
\begin{align*}
\rho\le R.
\end{align*}
Multiplying by $\pi$ after squaring both sides gives
\begin{align*}
\pi\rho^2\le \pi R^2.
\end{align*}
Since $\rho^2=m/\pi$, this becomes
\begin{align*}
m\le \pi R^2.
\end{align*}
By the definition of $m$, this is
\begin{align*}
\min_{1\le i\le n}a_i\le \pi R^2.
\end{align*}
[/step]
[step:Repeat the same composition argument for any embedded ball in the ellipsoid]
Let $r>0$, and suppose
\begin{align*}
\psi:B^{2n}(r)\to E(a_1,\dots,a_n)
\end{align*}
is any symplectic embedding. With the symplectic embedding $\Phi:E(a_1,\dots,a_n)\to Z^{2n}(R)$ already fixed,
\begin{align*}
\Phi\circ\psi:B^{2n}(r)\to Z^{2n}(R)
\end{align*}
is a symplectic embedding. Again applying [citetheorem:10075], with the same verification that $n\ge 2$, $r>0$, $R>0$, and the standard symplectic form is used on both Euclidean domains, gives
\begin{align*}
r\le R.
\end{align*}
Equivalently,
\begin{align*}
\pi r^2\le \pi R^2.
\end{align*}
Thus every symplectically embedded standard ball inside the ellipsoid obeys the non-squeezing radius bound imposed by the cylinder. This completes the proof.
[/step]