You're right, it looks like most of the Skylake launch boards in Anandtech's review are M.2. Somewhat disappointing. I still suspect M.2 is obsolete in the long run, but seemingly not for this generation of Skylake.
There are at least a couple boards I see with a dedicated PCIE 3.0 x4 slot and U.2 support, but they're the highest end and I'm sure not cheap.
You can connect a 2.5" U.2 drive (Intel 750) to M.2, but it's obviously going to reduce performance to M.2 speeds.