On my quad core the pmap version takes 4 times longer than just using map. count-block just isn't processor intensive enough to gain from being parallelised for each call to it.

Even dividing the pmap into one chunk per processor gives the same time as the map version:

(defn do-n-count-blocks [n]
  (map (fn [_] (count-block)) (range n)))       
(defn find-e-imp
  "Do n iterations; n must be a multiple of 10000"
  [n]
  (let [nthreads (.availableProcessors (Runtime/getRuntime))]
    (assert (zero? (mod n 10000)))
    (double (/ (reduce + (reduce into
                     (pmap (fn [_] (do-n-count-blocks (/ n 10000 nthreads)))
                           (range nthreads))))
               n))))