There are certain things you have to expect when buying a phone on AT&T. For example, updates are going to take longer than other carriers (even Verizon as of late), and that's even more true when the device is a bespoke piece of hardware for the carrier. The Samsung Galaxy S6 Active is such a device, made exclusively for AT&T. It has just now received the Android Marshmallow (6.0.1) update, which includes WiFi calling.
The GS6 Active was probably a more popular device last year than the GS7 Active will be this year. The Galaxy S6 didn't have water-resistant design, after all. The battery in the GS6 was also on the small side, and the GS6 Active packs a 3500mAh cell. Some number of AT&T customers thought this seemed like a better option than the standard phone, and they've waited longer for an update because of it (the regular AT&T GS6 was updated in May).
The Marshmallow update clocks in at a whopping 1.4GB and has build number MMB29K.G890AUCU3CPE4. As with all updates from AT&T, the OTA requires WiFi to download and is available from the system update menu. AT&T only lets you try to download once per day, so make sure you're ready to go when you check.