The ModelControllerClientConfiguration.setAuthenticationConfigUri() should be deprecated as we may want this removed in favor of a consumer of the client creating an org.wildfly.security.auth.client.AuthenticationContext and wrapping the context in a org.jboss.as.controller.client.helpers.ContextualModelControllerClient.
The ability to set a URI for a wildfly-config.xml was created to allow the wildfly-maven-plugin and wildfly-arquillian to authenticate with a server which has been configured with Elyron for management authentication. However these may be special use cases. It's currently unknown how other consumers of a ModelControllerClient, e.g. Hawkular, JBoss Tools, etc., would expect authentication to work.
Currently other clients, for example the EJB client, assume the user of the client creates an AuthenticationContext. This can either be done manually or by using auto-discovery.