 Solution

Let $N=\left(\begin{array}{cc}0& 1\\ 0& 0\end{array}\right)$ and $\mathfrak{g}=\mathbb{C}(I+N)\subseteq {\mathfrak{gl}}_2(\mathbb{C})$. This one-dimensional abelian Lie algebra is not a semisimple Lie algebra. For $X=I+N$, its Additive Jordan decomposition is $X_s=I$ and $X_n=N$. Neither belongs to $\mathfrak{g}$: comparing diagonal entries and then the upper-right entry rules out both scalar multiples. Therefore nonsemisimple matrix Lie subalgebras need not be closed under Additive Jordan decomposition.