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[FEN ""]
1.e4 c5 2.Nf3 d6 3.d4 cxd4 4.Nxd4 Nf6 5.Nc3 a6 6.Bc4

After 1.e4 c5 2.Nf3 d6 3.d4 cxd4 4.Nxd4 Nf6 5.Nc3 a6 6.Bc4 everybody plays 6... e6 and then ...b5. Is 6...b5 right now a mistake? I don't see 7.Bxf7 as a threat. Is the move order just blindly following "theory" or else?

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This is a good question, and I'd like to provide you an in-depth analysis but I don't have time right now, so here's a short answer, more to be added later:

Short answer: An immediate b5, before preparing it with e6, allows maneuvers such as Bd5 to be played, and you noticed correctly that here Bxf7+ is not really a threat.

Black should preferably avoid allowing Bd5, when his bishop's still on c8, for the sole reason that the consequent lines seem relatively (bit exaggerating here) forced for black, and the resulting positions are usually about equal but with white being up a few tempi. (and black very much delayed with his castling). I showcase one such line: 

[FEN ""]
1.e4 c5 2.Nf3 d6 3.d4 cxd4 4.Nxd4 Nf6 5.Nc3 a6 6.Bc4 b5 7.Bd5 Ra7 8.Nc6 Nxc6 9.Bxc6+ Bd7 10.Qd4 Rc7 11.Bxd7+ Qxd7 12.a4 Rc4 13.Qd3

I'll try to compile more concrete variations on this, but it should give you an idea as to why one tends to avoid all such undesirable lines.

Moral: with e6 first, one avoids all possible shenanigans that can result from either Bxf7+ in some lines, or Bd5 type of forcing lines.

Addition after comments, in reply to why 7...Nxd5 is not really objectively playable for black:

user2569 has already given you the gist of it, so I'm not going to repeat the same ideas again. Instead I simply decided to play this line as black, vs Stockfish 6, and tryout few seemingly ok-looking variations against it in 5-minute games (so bear with me, these won't comprise the best of the best moves, but they are illustrative). In neither of the lines I could end up with anything close to playable... take the time to go through them yourself, specially since this line seems to be of importance to your repertoire, and make sure to train yourself similarly against the engine, in order to acquaint yourself with the underlying difficulties of black's position after 7...Nxd5.

[Title "8...g6"]
[fen "rnbqkb1r/4pppp/p2p4/1p1P4/3N4/2N5/PPP2PPP/R1BQK2R b KQkq - 0 8"]

8...g6 9.O-O Bg7 10.Bg5 O-O 11.Re1 Re8 12.a4 b4 13.Ne4 Bb7 14.c4 h6 15.Bf4 Nd7 16.Qd2 Kh7 17.Re3 Qb6 18.Nb3 Nf6 19.Nxf6+ Bxf6 20.Rf3 h5 21.Bg5 Kg7 22.Bxf6+ exf6 23.a5 Qc7

Another attempt, trying to make use of a quick b4 to gain some activity (instead of the slow g6 play):

[Title "8...Nd7"]
[fen "rnbqkb1r/4pppp/p2p4/1p1P4/3N4/2N5/PPP2PPP/R1BQK2R b KQkq - 0 8"]

8...Nd7 9.a4 b4 10.Nc6 Qc7 11.Nxb4 Qc4 12.Nc6 Ne5 13.Nxe5 dxe5 14.Qh5 Qc7 15.O-O g6 16.Qf3 Bb7 17.Ra3 Bg7 18.Rb3 Rb8 19.Be3 O-O 20.Rd1

A slight variation of the previous line (without Nd7): 

[Title "8...b4"]
[fen "rnbqkb1r/4pppp/p2p4/1p1P4/3N4/2N5/PPP2PPP/R1BQK2R b KQkq - 0 8"]

8...b4 9.Ne4 Bb7 10.c4 bxc3 11.Nxc3 g6 12.O-O Bg7 13.Be3 Nd7 14.Rc1 O-O 15.Nc6 Qe8 16.Qb3 Bxc6 17.dxc6 Nc5 18.Qc4 Rc8 19.b4 Ne6 20.Nd5 Kh8 21.Rfd1

Another just for the sake of illustration, I tried a quick e6 out of plain ignorance:

[Title "8...e6"]
[fen "rnbqkb1r/4pppp/p2p4/1p1P4/3N4/2N5/PPP2PPP/R1BQK2R b KQkq - 0 8"]

8...e6 9.dxe6 Bxe6 10.O-O Be7 11.Nxe6 fxe6 12.Qg4 O-O 13.Qxe6+ Kh8 14.Nd5 Nc6 15.a4

No words are required for this last line...

I strongly encourage you to pick up these lines and train yourself in them, just like I victimized myself playing out these lines as black vs. Stockfish. Let me know if I can further assist you in your analysis.

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  • Stockfish gives White about a pawn advantage at the end of that line due to positional considerations. White ends up with a better pawn structure and more control of the center. Note that at the end of the variation, Black has a terrible back-rank weakness and a Rook on a file that could exploit it. For a few moves, the black Q is a leashed.
    – Tony Ennis
    Commented Feb 7, 2016 at 14:45
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    After 7.Bd5 why not simply 7... Nxd5? Am I missing something?
    – A. N. Other
    Commented Feb 7, 2016 at 16:06
  • After 8. exd5, White has a tremendous spatial advantage and the development advantage to go with it, since White will have two minor pieces in play to Black's none. Not to mention, White can immediately castle and begin more ambitious plans. Black might have to play ...e6 to break White's hold on the center, but doing that comes at a major price of tempo and poor pawn structure. It's not like White will mate in 3, but it is a dire game to be playing with Black if you can avoid it.
    – rougon
    Commented Feb 7, 2016 at 16:50
  • 1
    Isn't the game playable for Black? He has the Bishop pair, no big weaknesses, good square for the Knight in c5.
    – A. N. Other
    Commented Feb 7, 2016 at 22:00
  • 1
    I am sure you could play it, but it would be difficult unless your opponent is hapless. You'd do a lot of groveling while white enjoys space and development. For example, the Knight can get to c5, but slowly. Black has to play Bb7 before Nd7 (otherwise Nc6). Once the knight is at c5, a simply b4 kicks him off the square. Meanwhile, White has time to castle and start mounting an attack and Black's kingside bishop isn't even off the back rank, so castling will come late. In general, you don't want to head into the middle game already conceding that many advantages.
    – rougon
    Commented Feb 8, 2016 at 3:57

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