[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]