My 2003 Focus brochure also lists ABS as an option for all Focus sedans, on page 17 listing the specifications and features/options. A quick scan of Ford's website also reveals that ABS is an option ($400), specifically for the SE Comfort you are looking at.
It could be that because this is the end of the model year, your dealer does not have an SE Sedan with ABS in inventory; if you would like ABS, ask if your dealer could perform a dealer trade for the car that you want, or search other dealers' inventory online through forddirect.com. Apparently the inventory is well-maintained for new cars, and so you can get an idea of whether the car that you have in mind is available in your area.