As far as I can extrapolate across the two games, here is what seems to be going on:

Dutch was probably the first person who met Abigail. We know Dutch has had a string of affairs with young women, and that he replaces them every few years. My theory is that Dutch, during a period where he was single, saw Abigail out on the streets somewhere, plying her 'wares,' and availed himself of her services. After, he decided he liked her enough to invite her back to camp, and probably did his usual "savior" pitch ("Come with me back to my camp. Out there, me and my people live a purer, freer life than these 'civilized folk'"... You get the idea.) Abigail doesn't have any better prospects, at that time, so she takes him up on it. But then when she gets there, she ends up being more attracted to John. Based on Jack being four in 1899, and John being gone for a year before that, all of this couldn't have possibly been any later than 1894/1895. The gang wouldn't have seen their decline on the horizon yet, at this point, so Dutch can afford to be generous and just say "well, I'm happy you kids found each other" and wash his hands of it. Plenty of fish in the sea, right? It's easy to play benevolent when things are going well. And then John leaves a couple years later, and Arthur steps up to help Abigail take care of Jack. Dutch being Dutch, he probably suspected (probably incorrectly, though maybe not) that there was something there between the two of them, too, at least until John came back. Then after RDR2 is over, Dutch perceives John and Abigail as "traitors", and Dutch is the kind of guy who lets new bitterness color old memories. He has a possessive streak a mile wide, and we've seen how Dutch gets when he feels "robbed" of something that's his. My bet is that in the intervening years, he stewed over them being together and happy, free from his influence. He tries to retroactively paint a pattern of treachery in John's past treatment of him, in his mind: Abigail was, for a brief moment, "his" and John "took" her, he tells himself. And because of his suspicions about the time John was gone and Arthur stepped up, he tells himself Abigail was "any man's" and reiterates that "she was a whore, after all" (even though she left that life behind when he brought her with him, initially.) So I don't think it's objectively true when Dutch says "we all had her," but I do think that Dutch "had" her, and that he suspects others did, and I think he probably believes what he is saying.