Well, there is a general answer for all the questions of this kind:

It's not a wand, it's a wizard.

(dunno where did i get that saying, but it seems I'm only one using it, but most likely I misspelled it)

There is nothing good or bad in the technology itself.
Everything depends on the hands that using it.

1. There is nothing insecure in mysql, if used properly.
2. PDO is not a magical aegis that covers your backss from all dangers by it's presence only.

Every time i see lame talks of SQL injection, it's always about dynamic data only.
While most danger comes from other query parts - say, dynamical identifiers. Where PDO can do a little less than nothing to deal with them.

So, there cannot be certain answer.
You can use whatever technology you like, as long as you understand what are you doing.
And contrary, if you don't understand how it works but just believe that some technology doing your job of protecting your app, you're already in trouble.

That's it.

According the the page you referenced, the Active Record class uses mysql_ functions for string-escaping. That means it's still building SQL strings up in PHP-land instead of using parametrized APIs into the database. While it may be free of known defects right now, it is still a better idea to use an API that follows a more secure design.

If you are already at a comfy point with your PDO library, there is no reason to stop using it in CI. Active Record is great if you want to follow the CI patterns, but it is hardly a requirement in any sense.