Originally Posted by Dan JGC
I updated my iPhone 6 Plus and iPad to iOS 9 today (note I did not use any iOS betas). There is one update bug that I have reported to Apple. After updating to iOS 9 when you go to manually backup on iCloud it reverts to "Never" as the last time it was backed up and then backs up for the first time the entire device AND the last backup on iOS 8 disappears from your devices backup list as soon as you hit backup on iOS 9. So set aside time to backup from scratch once you update to iOS 9 .... which can take awhile. You'd hate to update and something happens to your iPhone or other iOS device before you were able to do a full new backup on iCloud and your last backup on iOS 8 has disappeared!!! Could be a serious bug problem.
I don't believe that is a bug. The reason it says never is because you have never backed up the device running on iOS 9. The device looks for backups in iCloud with the same firmware version that is on the device. If you were to restore back to iOS 8, which can't be done anymore, you would see your last backup made with that firmware.
I've learned over the years that when big updates roll around you should always backup the device to a computer before the update. Makes a restore, if needed, much faster than waiting for it to download from the cloud.