Currently I am working with gtw version 2.6.0-rc3 and did not see the SuperdevMode checkbox at all. Also the things Simon-Pierre mentioned, did not solve my issue. I am looking forward, if it will work with the final version.
I found two possible workarounds:
Switch to GWT 2.5.1 and configurate the running configurations for the CodeServer. After you have saved the configuration, run them ones. After you did that, switch to gwt2.6.0-rc3 in your POM. The SuperDevMode will continue to work.
Configurate your CodeServer without checking the SuperDEvMode checkbox (which is not visible, so it is impossible to check! ;-)). This running configuration is not correct und will not start! Close Intellij, search in the file system of your project the workspace.xml (It is located inside the .idea folder) and make a copy of this file. Start Intellij again und edit the workspace.xml. Loacate your codeserver running configuraton (search for the name) and add this tag: <option name="USE_SUPER_DEV_MODE" value="true" />
Now your running configuration will work! But be careful, you can destroy your project! So, always backup your data!
UPDATE:
This was a bug in Intellij. In the current EAP-version, it is fixed.