WPCentral posted a news story that the hidden SSID feature will be implemented in the final build of "Mango" according to Brandon Watson

The ability to connect to hidden WiFi networks has been long sought by Windows Phone users ever since its release in October of 2010. HTC responded by coming up with their own custom app that fills in the gap, but Samsung, LG and Dell users were left without any options. Luckily, this now looks to be remedied with Mango coming this fall. It's also one of the key differences between build 7712 and the RTM build.

  Hidden SSID coming in Windows Phone Mango RTM