Paul, it looks like there is some mistake in the Install & Upgrade guide for version 11.5 and hence it covers exactly two scenarios for same versions of upgrade. However, when I look at v11 Upgrade guide, it does not require the installation of COP file when upgrading from 10.6.x to 11.0.x
10.5.xSUx1 to 11.0.x since it is Linux to Linux upgrade so I believe the same will/should apply for 11.5(1) as well
http://www.cisco.com/c/en/us/td/docs/voice_ip_comm/cust_contact/contact_center/crs/express_11_0/install/guide/UCCX_BK_UD895861_00_uccx-install-upgrade-guide-11/UCCX_BK_UD895861_00_unified-contact-center-express-installupgradeguide_chapter_0100.html#reference_1EB2B93ED490EA6A54809A073AC8A3DB
However, it will still be good to confirm with TAC for a final confirmation.
Regards
Deepak