It's 7 years too late for your exam but hopefully anyone else who is also wondering will appreciate an answer: yes, this is true (as long as you are careful to either say "bijection between isomorphism classes" or to talk about an equivalence of categories as Torsten says in the comments), and it follows directly from the universal property of complexification, namely that if $\mathfrak{g}$ is a real Lie algebra and $\mathfrak{h}$ is a complex Lie algebra then
$$\text{Hom}_{\mathbb{R}}(\mathfrak{g}, \mathfrak{h}) \cong \text{Hom}_{\mathbb{C}}(\mathfrak{g}_{\mathbb{C}}, \mathfrak{h}).$$
Then take $\mathfrak{h} = \mathfrak{gl}_n(\mathbb{C})$.
Morally though, this seems weird - particularly as a complex Lie algebra may have non-isomorphic real forms. Does anyone have any comments on this which might make it seem more intuitive?
Yes, and all of those real forms have the same complex representation theory, because they all have the same complex representation theory as their complexification. For example $\mathfrak{su}(2)$ and $\mathfrak{sl}_2(\mathbb{R})$ are non-isomorphic real forms of $\mathfrak{sl}_2(\mathbb{C})$ and they all have the same complex representation theory. Everything that the complex representation theory can detect about a Lie algebra factors through its complexification, again by the universal property of complexification.