Yeah - I noticed this when the upgrade was issued on Saturday and wrote to Sandisk support complaining that this is still not acceptable (although it does mean the drive is useable again). The original support tag is still open and hopefully they will issue a software fix soon.
For the record I have two Android 6 devices and they behave differently. On one (a Nexus 5 phone) behaves perfectly. For the second a Nexus 9 tablet I connect using the technique you describe (although you don’t actually have to wait for the warning to connect).