Let $G$ be a matrix Lie group and let $H$ be a Lie subgroup of $G$. My understanding is that all $g \in G$ are matrices, since $G$ is a subgroup of the general linear group. Then aren’t all elements $h \in H$ matrices, since $h \in G$?
From what I can gather $H$ is a matrix Lie group if $H$ is a closed subset of $G$. But if $H$ is not a closed subset of $G$, why is it not a matrix Lie group? Is the reasoning in the first paragraph wrong?