You have a source for Rudy saying tghat having an abortion isn't "doing anything wrong?"
No. I presume that based on his statement that women should have a right to choose abortion, and that he would pay for an abortion, and that he didn't say a word about abortion in his CPAC speech, which would have been the perfect place to say that abortion is wrong and we should eliminate it.
That, his association with NARAL, and his lack of any actions taken as mayor that would have in any way stopped abortions all seem to suggest he finds nothing wrong with it.
However, I've seen that he said something to the effect recently that he personally opposes abortion, although I couldn't find it when I just looked.