It's stated this way to ensure if you want 0.6.0, you will get 0.6.0. Updating to the latest CLI may be the latest version and won't necessarily be 0.6.0 anymore. It just so happens that the latest CLI does also still contain 0.6.0 firmware. So either will work, but you should always be able to follow the documentation and it be correct.
If you updated firmware via particle flash --usb for system parts, you would have to press reset after the firmware transfer completed. The RGB LED would have still been flashing yellow. If you have the correct CLI version, you can also just run particle update and it will flash all 3 images for you (for 0.6.0 electron) and reset the device for you after it completes.
Try to remove ALL power sources for a few minutes, and connect just the USB while holding the MODE button down. Does the RGB flash magenta, then yellow again?
If not, please contact https://support.particle.io about this latest issue and reference this thread.
Can you remember exactly the point in time when the unit was working, vs. not. Was it transferring via DFU, completed transfer, still flashing yellow, then you pressed RESET and immediately after D7 was dimly lit for good? Did you have the battery plugged in at that time and was it charging or fully charged? Good USB power source? We might not be able to determine exactly what went wrong here but I'd like to ask for as much detail as you can provide to help us solve this issue.