You have an /etc/ssh, or just an /etc? I have /etc, which is a symlink to /private/etc, but as I said it has no ssh dir.

FWIW I am on 10.10.5 not 10.11. Maybe there's a change in 10.11. (The article the grandparent links is focused on 10.10 so I assumed that was in the scope of this discussion.)

PS are you on homebrew? maybe homebrew adds it.