The assumption that one should never, ever use + for string concatenation, but instead always use ''.join may be a myth. It is true that using + creates unnecessary temporary copies of immutable string object but the other not oft quoted fact is that calling join in a loop would generally add the overhead of function call. Lets take your example.
Create two lists, one from the linked SO question and another a bigger fabricated
>>> myl1 = ['A','B','C','D','E','F']
>>> myl2=[chr(random.randint(65,90)) for i in range(0,10000)]
Lets create two functions, UseJoin and UsePlus to use the respective join and + functionality.
>>> def UsePlus():
    return [myl[i] + myl[i + 1] for i in range(0,len(myl), 2)]
>>> def UseJoin():
    [''.join((myl[i],myl[i + 1])) for i in range(0,len(myl), 2)]
Lets run timeit with the first list
>>> myl=myl1
>>> t1=timeit.Timer("UsePlus()","from __main__ import UsePlus")
>>> t2=timeit.Timer("UseJoin()","from __main__ import UseJoin")
>>> print "%.2f usec/pass" % (1000000 * t1.timeit(number=100000)/100000)
2.48 usec/pass
>>> print "%.2f usec/pass" % (1000000 * t2.timeit(number=100000)/100000)
2.61 usec/pass
>>> 
They have almost the same runtime.
Lets use cProfile
>>> myl=myl2
>>> cProfile.run("UsePlus()")
         5 function calls in 0.001 CPU seconds
   Ordered by: standard name
   ncalls  tottime  percall  cumtime  percall filename:lineno(function)
        1    0.001    0.001    0.001    0.001 <pyshell#1376>:1(UsePlus)
        1    0.000    0.000    0.001    0.001 <string>:1(<module>)
        1    0.000    0.000    0.000    0.000 {len}
        1    0.000    0.000    0.000    0.000 {method 'disable' of '_lsprof.Profiler' objects}
        1    0.000    0.000    0.000    0.000 {range}
>>> cProfile.run("UseJoin()")
         5005 function calls in 0.029 CPU seconds
   Ordered by: standard name
   ncalls  tottime  percall  cumtime  percall filename:lineno(function)
        1    0.015    0.015    0.029    0.029 <pyshell#1388>:1(UseJoin)
        1    0.000    0.000    0.029    0.029 <string>:1(<module>)
        1    0.000    0.000    0.000    0.000 {len}
        1    0.000    0.000    0.000    0.000 {method 'disable' of '_lsprof.Profiler' objects}
     5000    0.014    0.000    0.014    0.000 {method 'join' of 'str' objects}
        1    0.000    0.000    0.000    0.000 {range}
And it looks that using Join, results in unnecessary function calls which could add to the overhead.
Now coming back to the question. Should one discourage the use of + over join in all cases?
I believe no, things should be taken into consideration
- Length of the String in Question
- No of Concatenation Operation.
And off-course in a development pre-mature optimization is evil.