The above instantiates an anonymous inner class which is a subclass of the my
abstract class. It's not strictly equivalent to instantiating the abstract class itself. OTOH, every subclass instance is an instance of all its super classes and interfaces, so most abstract classes are indeed instantiated by instantiating one of their concrete subclasses.
If the interviewer just said "wrong!" without explaining, and gave this example, as a unique counterexample, I think he doesn't know what he's talking about, though.