In my Preferences, I have checked
Hide left navigation When you check this box, the left navigation will no longer be pinned to the left of the page.
but the left nav bar is still there on all of my SE pages (all the ones I've checked).
The left navigation preference is per site. So, if you set it on Stack Overflow, then you need to also set it on Meta Stack Exchange. There are requests to make this a global preference that you can set once and it applies for all sites. That is under consideration.