9.6 is not FIPS compliant, correct. fipsconfig is not available on 9.6, and is why it is recommended to disable. This was previously available with 9.0/9.1, 8.5.6, 8.0.2.
Per Release Notes:
http://www.cisco.com/c/dam/en/us/td/docs/security/esa/esa9-6/ESA_9-6_Release_Notes.pdf
AsyncOS 9.5 and 9.6 releases are not FIPS compliant releases. If you have enabled FIPS mode on your appliance, you must disable it before upgrading to AsyncOS 9.5 or 9.6.
9.1 is FIPS compliant:
http://www.cisco.com/c/dam/en/us/td/docs/security/esa/esa9-1/ESA_9-1_Release_Notes.pdf
The next road mapped compliant build will be 10.x, which as of today, is sometime out still.
-Robert