The rank of $\mathfrak{sl}_n$ is $n-1$, so given a dominant $\mathfrak{gl}_n$ weight $(d_1, d_2, \cdots, d_n)$ such that $d_1 \geq d_2 \geq \dots \geq d_n$, the corresponding weight for $\mathfrak{sl}_n \subset \mathfrak{gl}_n$ should be $(d_1 - d_2, d_2-d_3, \dots, d_{n-1}-d_n)$. But this does not satisfy the same condition $d_1-d_2 \geq d_2-d_3 \geq \dots$, take for example the $\mathfrak{gl}_3$ weight $(1,1,0)$.
I ask this because in a theorem of Chriss-Ginzburg 4.2.3, we are given that a simple $\mathfrak{sl}_n$-module is given an associated highest weight $(d_1 \geq d_2 \cdots \geq d_n)$, which I am sure is a typo.
However, even if it is, we are not guaranteed the highest weight for $\mathfrak{sl}_n$. So what do the authors mean here?
Edit 1: To make clear my understanding, a basis of the weight space of $\mathfrak{gl}_n$ is given by the functionals $\epsilon_i : \mathfrak{h} \to \mathbb{C}, 1 \leq i \leq n$ which sends the diagonal matrix to its $i$-th entry. A basis of the weight space of $\mathfrak{sl}_n$ is given by the functionals $$ \varpi_i := \epsilon_i - \frac{1}{n}(\epsilon_1 + \dots + \epsilon_n), 1 \leq i \leq n-1. $$
It is not clear to me how the $\mathfrak{gl}_2$ weight $(\lambda_1, \lambda_2)$ can be converted to the $\mathfrak{sl}_2$ weight $(\lambda_1-\lambda_2)\varpi_1$.
Edit 2: Also, the CSA $\mathfrak{h} \subset \mathfrak{sl}_n$ is a subalgebra of $\mathfrak{h}_0 \subset \mathfrak{gl}_n$. Then $\mathfrak{h}^* = \mathfrak{h}_0^* / \mathfrak{h}^\perp$. However it is not clear to me that $\mathfrak{h}^\perp = \{\lambda \in \mathfrak{h}_0^* : \lambda(\mathfrak{h}) = 0\}$ is equal to $\mathbb{C}(\epsilon_1 + \cdots + \epsilon_n)$. Clearly the latter is included in the former, but showing the converse is not easy for me. I have that $$\mathfrak{h}^\perp = \{\sum_i \lambda_i \epsilon_i : \sum_i \lambda_i \epsilon_i(h) = 0 \text{ for all } h \in \mathfrak{h}\},$$ but all this says is that $$\lambda_1h_1 + \dots + \lambda_nh_n = 0,$$ and (even when trying to use that $h_1 + \dots + h_n = 0$ for all $h \in \mathfrak{h}$) there is no way to conclude that $\lambda_1 = \dots = \lambda_n$ from this condition.
The notation for $\mathfrak{gl}_n$ weights and $\mathfrak{sl}_n$ weights you are using is different. It is clearer if we write things in terms of a basis.
The weight space of $\mathfrak{gl}_n$ is $\mathbb{C}\{\epsilon_1, \ldots, \epsilon_n\}$, where $\epsilon_i \colon \mathfrak{gl}_n \to \mathbb{C}$ is the linear map taking a diagonal matrix $D$ to the entry $D_{ii}$. A weight $\lambda = \lambda_1 \epsilon_1 + \cdots + \lambda_n \epsilon_n$ is conventionally written $(\lambda_1, \ldots, \lambda_n)$. In this post I will write $\lambda = \epsilon(\lambda_1, \ldots, \lambda_n)$ so we don't get confused. The condition that $\lambda$ is dominant is equivalent to $\lambda_1 \geq \cdots \geq \lambda_n$.
The weight space of $\mathfrak{sl}_n$ is $\mathbb{C}\{\epsilon_1, \cdots, \epsilon_n\} / \mathbb{C}(\epsilon_1 + \cdots + \epsilon_n)$, a quotient space. So in terms of the $\epsilon$ labelling, there are many weights of $\mathfrak{gl}_n$ that descend to the same $\mathfrak{sl}_n$ weight, for example when $n = 3$, the weights $\epsilon(3, 2, 1)$ and $\epsilon(4, 3, 2)$ become the same $\mathfrak{sl}_3$ weight.
The $\mathfrak{sl}_n$ weight space is $(n - 1)$-dimensional, and it has a basis given by the fundamental weights $\varpi_1, \ldots, \varpi_{n-1}$ where $\varpi_i = \epsilon_1 + \cdots + \epsilon_i$ (I mean the image of this element inside the quotient). If you compute the change-of-basis inside the $\mathfrak{sl}_n$ weight space from the $\epsilon$ basis to the $\varpi$ basis, you will find that $$ \epsilon(\lambda_1, \ldots, \lambda_n) = \lambda_1 \epsilon_1 + \cdots + \lambda_n \epsilon_n \mapsto (\lambda_1 - \lambda_2) \varpi_1 + \cdots + (\lambda_{n-1} - \lambda_n) \varpi_{n-1} = \varpi(\lambda_1 - \lambda_2, \ldots, \lambda_{n-1} - \lambda_n).$$ So the $\mathfrak{gl}_3$ weight $\epsilon(3, 2, 1)$ becomes the $\mathfrak{sl}_3$ weight $\varpi(1, 1)$. If $\lambda = \varpi(d_1, \ldots, d_{n-1})$ is an $\mathfrak{sl}_n$ weight, the the condition for $\lambda$ to be dominant is simply $d_i \geq 0$.
So before writing a weight down as just a list of numbers, make sure you know what basis of the weight space you are working in.