Rich Trouton observes:
Starting in OS X Yosemite, Apple introduced a new option to log into your Mac using the password associated with an Apple ID. As of OS X 10.11.4, this option seems to have been removed from the Users & Groups preference pane in System Preferences.
A bizarre change, particularly as it isn’t fully implemented — the option still exists in Setup Assistant. I can’t work out whether this is for security purposes or just because Apple felt like it. I’ve reached out for comment and will update this if I hear back.