He lifted weights, in fact, there use to be older video of him lifting on youtube, but they pulled it down. And guys in his training camps have mentioned weight training too. Usually when these guys talk about not lifting, it actually means closer to "no set/structured weight lifting program" or "I just fool around with them a bit". Meanwhile, the "just fool around with them" could still be a decent time spent lifting them.
Also that was shown in 1988, which means it might of been shot 1986 - 1987, and his training program changed in the years following.