One edge of the GTX 1060 is notable for what it doesn’t have: SLI connectors. Nvidia says that’s because its SLI efforts are focused on high-end systems and nobody SLIs midrange GPUs anyway. I’d wager that the real reason is because Nvidia doesn’t want people picking up a pair of these for $500 and going toe-to-toe with the $600-plus GTX 1080. The older GTX 960 supported SLI, after all, and it only cost $200 at launch.
Again, just saying.
Whatever the case may be, I’d rather Nvidia make a card this powerful available for $250 and ditch SLI than jack the price and support SLI. If multi-GPU is important to you, the Radeon RX 480 supports up to 4-way CrossFire setups.