It's kind of documented in the "Extensions bindings & types" section of the wiki article, but the operator section is completely missing.
Not really the best documentation.
With the cmpAbs that is true, I tried to write the code as "natural" as possible, but you can use every gmp function with the interfaces, so you could use z_cmpAbs with the interfaces.
But with respect to performance there is actually one larger problem that is when using operators. FPC does not support inplace operator overloading (e.g. x -= y is the same as x := x - y) which means that every such operation creates a temporary object.
Even more, each interface also adds it's own overhead, so when you create a GMP object you only need one allocation for the GMP memory, with the interfaces you need 2, one for the interfaced object and one for the gmp object.
This of course aren't that big impacts on their own, but in inner loops this can add up easiely
I would always recommend when using GMP, start of with the interfaces and write as clearly as possible, if you run into performance issues optimize via in-place operations and if even that is not enough, maybe even ditch the interfaces all together.
PS: the assignment operators work btw in both ways:
var x: MPInteger;
s: String;
begin
x := '123456789012345678901234567890';
s := x;
WriteLn(s); // 123456789012345678901234567890
end.