If you look at one of 6.x release note, it's explained.
Update Server Authentication Enhancements
In earlier releases of 6.0, a separate authentication was required to access McAfee Update Server for downloading latest
signature sets. With this release, upon a successful login to the Manager, you are automatically logged into the McAfee
Update Server as well. Therefore, the Manager > Update Server > Credential page has been removed.
That was my main source of confusion - If this page has been removed in a 6.0 release, why is the above in the recently released (last week) 6.1 installation guide?
I got your point. I will talk to document team and ask them to rectify.