I believe Jackson may have said that, but I think he's either wrong, or the definition of "athlete" he chooses is far too narrow.
Foot speed, hand-eye coordination, body control (on the ground and in mid-air), leaping ability, strength, endurance, stopping and starting speed, ability to change direction . . . when you take all of these things into account, Michael Jordan, Kobe Bryant, and Scottie Pippen should be named ahead of Rodman on that list.
Rodman was great, no doubt. He was an amazing defender, but so were the other three. He was definitely used his athletic skills to be the best rebounder of the bunch, but why couldn't he apply those skills to offense (outside of rebounding). There's just no way . . . IMO, a silly comment by PJ.