In Arduino 1.6.5, this worked (and still works fine):

#if !defined ethernet_h && !defined _YUN_CLIENT_H_
#error "you must uncomment the includes for your board configuration. See OPTIONS A and B in the NETWORK CONFIGURATION SECTION"
#endif

Full file for greater context.

However since updating to Arduino 1.6.6 the error is always thrown. It seems to be that ethernet_h is no longer found by the preprocessor even though Ethernet.h is included. The Ethernet library is still included and works as expected. Maybe it's loaded later even though it is included above this code. It could also just be sloppy coding on my part that is picked up by stricter checking in the updated arduino-builder.