UPDATE
I now have a laptop with a dual-band wi-fi N card, and the DIR-628 says the same thing with it. The laptop, unfortunately, doesn't seem to have a status that includes the wi-fi mode -- just the signal strength and link speed.
One curious thing I saw: when I first connect from the laptop, and while monitoring the DIR-628's Wireless Status from my desktop, the new link is momentarily shown as "N" but then immediately updates to show "A". So it seems like the DIR-628 is 'prefering' A-mode, even when it's configured for "N only".