I'm in the UK, and for anyone in the UK who is thinking that the 4S does not have EDGE, well it does. I was in my local phone shop yesterday and I saw the 4S that was on demo, going from 3G to displaying E at the top of the screen. It was defintely the 4S because it had Siri on it.
It does not mean that because Apple have removed the option to turn off 3G, that the 4S will not be able to be used in a non 3G area. When you are in a non 3G area, the 4S will use either EDGE or GPRS connection (in the UK I'm talking about here).
I can see why some people may want to disable 3G to save battery, but its never something I've done when travelling around to various places where there was no 3G coverage. It's just another thing that needs to be switched back on when you are back in a 3G area, so I never bothered with the turn 3G off option.
I think the removal of the option to disable 3G, is so that Siri is forced to use the fastest cellular connection available.