There's three steps here:

1) Obtaining the copyrighted works used for training. Anthropic did this without asking for the copyright holders' permission, which would be a copyright violation for any work that isn't under a license that grants permission to duplicate. The GFDL does, so no issue here. 2) Training the model. The case held that this was fair use, so no issue here. 3) Whether the output is a derivative work. If so then you get to figure out how the GFDL applies to the output, but to the best of my knowledge the case didn't ask this question so we don't know.