This seems to be misinterpretation of a dubious passage about a different ruler. Elliot's Indian history was completed by Downson and published in 1867. Here the author quotes a translation of the Persian historian Firishta, who was a contemporary of Jehangir but was descrbing much earlier events:

"Mahmud, after the capture of Thanesar, was desirous of proceeding to reduce Delhi ; but his nobles told him that it would be impossible to keep possession of it, till he had rendered the Panjab a province of his own government, and had secured himself from all apprehension of Anandpal (Raja of Lahore). The king resolved, therefore, for the present, to proceed no further, till he had accomplished these objects. Anandpal, however, conducted himself with so much policy and hospitality towards Mahmud,' that the Sultan returned peaceably to Ghaznin. On this occasion, the Muhammadan army brought to Ghaznin 200,000 captives, so that the capital appeared like an Indian city, for every soldier of the army had several slaves and slave girls."

This is referring to Mahmud of Ghazni, a Turkic conqueror who predeceased Jehangir by about 600 years. Moreover, the author then immediately expresses doubts about the credibility of Firishta's claim:

"There is nothing in the Yamini to warrant this mention of Delhi, the existence of which is nowhere alluded to by contemporary writers. The frequent mention therefore by Firishta of Delhi and its Raja, in the transactions with the Ghaznivides, seems not to rest on any solid foundation."