That comment is there for every PIC I've used with CCP input. If you are using the CCP input, but configure the pin for an output when you write to the output the CCP module may trigger. It is part of the whole R-M-W state machine. The pin's functions are multiplexed. Having said that, there should be no CCP1-to-CCP2 crosstalk; if that's what you're worried about.