You should use \DeclarePairedDelimiter command from mathtools to define an \abs command. Doing so, you obtain a \abs* version which adds an implicit \left \right pair and detects the inner \abs. For fine-tuning you also have four variants with an optional argument: \abs[\big], \abs[\Big], &c.
\documentclass{article}
\usepackage[utf8]{inputenc}
\usepackage[T1]{fontenc}
\usepackage{fourier}
\usepackage{mathtools}
\DeclarePairedDelimiter{\abs}{\lvert}{\rvert}
\begin{document}
\begin{align*}
\abs{\abs{x}-\abs{y}} & \le \abs{x-y} \\
\abs*{\abs{x}-\abs{y}} & \le \abs{x-y}\\
\abs[\Big]{\abs{x}-\abs{y}} & \le \abs{x-y}
\end{align*}
\end{document}

@Mico made me observe the starred version works as you want because of the fourier font which uses special values of the parameters which control the delimiters sizes: \delimitershortfall and \delimiterfactor. It suffices to add \delimitershortfall=-1spto obtainthe same result with the default Computer Modern:
\documentclass{article}
\usepackage[utf8]{inputenc}
\usepackage[T1]{fontenc}
\usepackage{mathtools}
\DeclarePairedDelimiter{\abs}{\lvert}{\rvert}
\begin{document}
\begin{align*}
\abs{\abs{x}-\abs{y}} & \le \abs{x-y} \\
\abs*{\abs{x}-\abs{y}} & \le \abs{x-y}\\
\end{align*}
\delimitershortfall=-1sp
\begin{align*}
\abs{\abs{x}-\abs{y}} & \le \abs{x-y} \\
\abs*{\abs{x}-\abs{y}} & \le \abs{x-y}\\
\end{align*}
\end{document}

\leftand\rightbefore my parentheses changing their size? and Parentheses with automatically increasing heights have answers that provide a viable, yet questionable, solution that works autoatically. – GuM Aug 26 '17 at 12:53