I have updated to 2.6.0, but still see setting for about nag

Yes, that is correct and unfortunate.

On the settings page it still shows, because we forgot to remove it. The setting itself is no longer there though and in a future update this will be corrected.

The reason we don’t correct it now, is because it is a minor issue, it has no effect whatsoever and we don’t want to bother you with update upon update.

If you have any questions, https://github.com/senlin/so-clean-up-wp-seo/issues/new.

Thanks for your understanding