No, CDL has nothing to do with ABS. Glen should have actually said ABS AND TC (traction control), as they are an integrated system ABS/TC is electro-mechanical, whereas CDL is purely mechanical. In fact, with CDL engaged, the ABS/TC system works far less than without CDL engaged. This is because the CDL distributes power with an even 50% front/rear split. And as the ABS/TC is particularly sensitive to cross axle wheel speed differences, engaging CDL greatly reduces the power distribution differences between front and rear, thereby reducing ABS/TC actuation.
So the sum up is this: Basically use CDL when climbing or descending, and this will reduce the ABS/TC actuation to the point where you'll probably never notice it. On the flip side, be sure to use HDC (Hill Descent Control) every few months by finding a really steep hill and engaging HDC, so that the ABS block doesn't freeze up.