That's certainly not the usual sense of "lossless" as applied to recordings, since it would make mp3s lossless as well. We generally say that mp3s are lossy because the mp3 encoding process loses information that was present in its input, not because the encoded mp3 degrades when played (it doesn't!) or when copied (it doesn't!).

CDs, as the original source of music, cannot have this sense of "lossy" or "lossless" usefully applied to them. (You could claim that the performance is the original source, in which case it's still not possible to apply the lossy-vs-lossless concept, as no lossless recording of a physical performance is possible.)