Regarding the mentioned article at your question , I have read it before, and you are right, the data validation has been mentioned as resolved issue and works just as you’d expect !!! but he also mentions you can do in Excel Web App now in both SkyDrive and Office365 not on-prem. and I understand from your question , you have
October 2015 CU so you are working at SharePoint 2013 Enterprise on-prem that not mentioned in this article !
He also mentions at one of his answers
the update we released is for the 2013 version of the Web Apps – at least, as they are part of Office 365 :-). Everything that I’ve outlined above is working both in SkyDrive and Office 365 now. For the on-prem products, you should expect to see these updates in a coming release.
I also checked the improvements and fixes at October 13, 2015, a cumulative update for SharePoint Server 2013 (KB3085492) and I didn't found out any information about Excel services else the security update for Excel Services in SharePoint Server 2013. it does not include fixes for data validation !
So to overcome this issue at on-prem you have two option:
- Edit it at Excel desktop application.
- Or Click Edit a copy to create a copy without this feature , Accept the new name that Excel suggests, or type a different one, and then click Save.
Note : If you type a name that matches the original name and select the Replace existing file check box, the
original copy of the workbook is lost when you click Save. else the original copy is untouched.
For more details check Edit a workbook that contains features unsupported by Excel Web Access