You mean the not-so-little labeled box in the menu? It's the first thing that comes up when you select "Options".
If you select Options. Even if someone does change other options, the fact that they saw a multiplayer button in the options does not necessarily help when they want to try a co-op game the next day/week, and are wondering how to start a multiplayer game or invite someone to join.
I'm not really surprised to hear it hasn't generated much confusion this late in the testing
I'm talking about recent feedback, with new players. The fact that multiplayer options and the connection menu icon on the mini-map have been around much longer than the single/multiplayer buttons and are still causing more questions does not help your case. I'm going by frequency, not the total number of issues since implementation.