You are correct that abelianization is left adjoint to the forgetful/inclusion functor. If $F$ had a right adjoint, then $F$ would itself be a left adjoint, which would imply that it preserved colimits. The easiest way to show that $F$ has no right adjoint is to give an example of a colimit that is not preserved by $F$.
Consider coproducts. Do you know what the coproduct is in the category of groups (if you don't know, it might be a fun exercise to work out)? In the category of abelian groups? Do they agree?