No need to install an app to do this unless you just like tapping. Once you're rooted, you can edit your /system/csc/feature.xml
file. (I use ES File Explorer -- you have to enable its root functionality after installing. Copied the file out to PC to do the edit using a good editor -- especially NOT Windows Notepad because it will mangle the CR/LF stuff -- then push the file back across. Make a backup of the original .xml file first!!!
Find this line and set the value in between the XML tags to be EMPTY (nothing there), like this:
Confirmed with my new AT&T S6 a few minutes ago -- "Wi-Fi Connected" banner is history.