These two conditions are actually equivalent. Notice that the subset is a "subset or equal" and not a "strict subset". Clearly if $gHg^{-1}=H$ then $gHg^{-1} \subset H$.
Now suppose that $gHg^{-1} \subset H$ for all $g$.
Consider $h \in H$. Then, since $g^{-1} \in G$, it follows that $g^{-1}hg=h'$, where $h' \in H$. Thus, since $h=(gg^{-1})h(gg^{-1})=g(g^{-1}hg)g^{-1}=gh'g^{-1}$, it follows that $h \in gHg^{-1}$. Thus, $H \subset gHg^{-1}$, and so $H=gHg^{-1}$.
Some people prefer the subset version because it gets at the equivalent definition of "for all $g\in G$ and $h \in H$, $ghg^{-1} \in H$ ". That is, $H$ is closed under conjugation by every element in $G$.