I guess the idea is that it's "stateless" in the sense that you don't have to maintain the state yourself, and the CDN will do it for you? I mean... okay, I guess the point of being stateless is that you don't want to deal with the scaling and reliability issues around storing state, so pushing that responsibility onto a third party (whose uptime is required to get to your site anyway) is "stateless" from your perspective.

I certainly wouldn't call that "stateless", but it does fulfill the main reason why you might want to be stateless, that you don't have to maintain any state yourself.