The GTX1060 does not support SLI, not through software but based on the fact that it does not have the SLI fingers. Initial rumored benchmarks (still under NDA as of 7/8/2016) it is currently around 10% faster than the RX480 at stock, at the same price (8gb version). Speculation leads us to believe that at around $200 cheaper ($500 for 2x 1060) or $100 cheaper @ $300 each, two of these cards rivaled or beat the GTX1080 flagship cards well enough for them to not even include the feature.
That being said, if NVIDIA chose to increase the bus speed of the 1080 to 384 bit (usually reserved for the Ti/Titan) vs its 256 perhaps they could justify its price, have increased performance and not killing the option of SLI for a historically weaker and not as long lasting lower end card. A xx60 card that perhaps now may have finally been resurrected (is good) could greatly benefit from having another thrown in for low cost. Of course this is all speculation and maybe this is all the 1080 was capable of or they didn't feel the need for people to SLI their 'entry level' gaming card anymore. Bad move IMO because if the x60's actually were to actually turn out to be better than a 1080 in a dual card configuration for less cost they would have made a lot of sales, but it does make sense if the 1080 chip is at its limit of capability and they didn't want to lose money on it.
Just some thoughts.