In Entity framework, an abstract entity is a class which isn't mapped in the EDMX, but which is generated. In LLBLGen pro this is different: an abstract entity is an entity which can't be instantiated directly, however which is mapped. In LLBLGen Pro to get a class which is used in the model but which isnt mapped, simply set it as the base class for an entity (and write the class manually). This is more natural, as it's not part of the model.
Example: 'Person', is a supertype of 'Employee' and 'Customer' and not mapped to a table. In EF, this should be an abstract entity. In llblgen pro (designer) this 'Person' entity doesn't exist, as it's not mapped. If you want 'Person' as a supertype of Employee and Customer, specify it as the base class for Employee and Customer in their code gen information.
The generated class for an abstract marked entity in llblgen pro designer has an internal constructor, so you can't create new instances of it.