How to spoof a USB-Ethernet adaptor's MAC address in OS X
I fixed this issue by installing my adapter's chipset driver on Mac Os X.
After rebooting, the usual command (e.g. sudo ifconfig en6 ether xx:xx:xx:xx:xx:xx) works as expected.
Below the details.



I had the same problem with a Tecknet UL688G USB 3.0 to 10/100/1000 Gigabit Ethernet adaptor.

On both Mac Os X 10.10.5 (Yosemite) and 10.11.4 (El Capitan) the command to change the MAC address was ignored, while it worked flawlessly on Ubuntu 15.10.

So no, not an hardware problem, at least in my case. 
After a few failed attempts with third party software and useless drivers, I found out that my adapter had the Realtek 8153 chipset, as confirmed by the system report of Mac Os X:



I found the chipset driver on another manufacturer's website, relative to a different product that uses the same RTL8153 chipset, installed it, rebooted, and voilà.. after that it was possible to change the MAC address from command line.



PS. the Realtek's website has the driver as well; it is probably the most updated version, although it gave me some errors during the installation. However, it also works as expected.