OnePlus has removed the Always On Display setting in the new OnePlus 6 via a day 1 patch that installs after first boot. While users have been clamoring on the OnePlus Forums for the feature to return, the company replied that the feature had to be removed to save battery.
https://www.notebookcheck.net/OnePlus-6-s-Always-On-Ambient-Display-removed-due-to-battery-concerns.306050.0.html