I have the same problem.
I am curious ... what is your carrier and what did you use for a SIM for activation. Mine is Verizon and I used (and continue to use) my Droid Turbo SIM.
A Verizon rep told me that my N6 would not get a 5.1 upgrade because the Google/Verizon "system" sees my device as a Droid Turbo ... REALLY!
I wonder if my phone will leapfrog to 5.1.1 when Droid Turbo does, as recently announced.
I wonder if that's true in any way. I have my Nexus 6 on MetroPCS, and at the time I activated it with them, I don't think they had it in their database. I still think they don't, because they don't seem to recognize it when my account is accessed (for bill payment, adding services, etc). Since they don't support it officially, I don't think Google passes the OTA information along to them to pass to my phone, so it's stuck in limbo. I never got an OTA update notification, I had to sideload it to get 5.1. I thought I'd get the M build OTA since Google sees my phone as being on T-Mobile in the Play Store (probably because T-Mobile owns MetroPCS), but nope.
Interestingly enough, though, I get T-Mobile's HD Calling feature in 5.1, as well as VoLTE calls anyway, -- again, probably because MetroPCS is owned by T-Mobile now (so they have the same features) and my Nexus 6 knows so.
Sent from my Nexus 6 using Tapatalk