It took me a little while to figure out what was actually going on when I debugged a patch I wrote to fix a touchscreen problem some people were encountering, which worked in Marshmallow but stopped working in Nougat.
The reason the build.prop change doesn't "stick" in Nougat is the following:
When you make the change to build.prop while inside TWRP, it does make the change on disk/emmc. You can see the change and pull it to your PC and the change is there.
However when you boot to Android using a boot.img (for example stock) that has dm-verity (verified boot) enabled, your "changes" to build.prop are treated as "corruption" of the system partition.
The 7.0 kernel (if dm-verity is enabled) then proceeds to "forward error correct" using the reed solomon redundancy they added into the 7.0 builds/images. So the "on the fly" error correction will "correct" your changes to build.prop (ie corruption) and restore the original information.
You can see this "error correction" in action by typing
dmesg | grep verity-fec
bullhead:/ $ dmesg | grep verity-fec
[ 4.222216] device-mapper: verity-fec: 259:7: FEC 0: corrected 38 errors
[ 4.298401] device-mapper: verity-fec: 259:7: FEC 4096: corrected 4 errors
[ 4.443486] device-mapper: verity-fec: 259:7: FEC 81920: corrected 17 errors
The reason the method in the post you replied to works is because the installation of SuperSU (in the default systemless install mode) will disable dm-verity in your kernel/boot.img, which also disables the reed solomon forward error correction.
By doing so, his build.prop changes persist into the android boot, at which point he can modify the tether_dun_required setting, which I believe is stored in userdata area.
He then proceeds to restore original boot.img by doing full unroot (and optionally system.img) so the system is pristene again, and ready for differential OTA updates and Android Pay works.
Also any Nexus running Nougat that has the forward error correction code and reed solomon redundancy in the images will behave this way if dm-verity is enabled. It isn't something that is particular to the 5x. Older devices might not get the code or the redundancy in the images, but going forward I would guess all newer Nexus devices will behave this way.
Hope that helps clear things up.