The parallelCollectionScan command does not work over mongos.
This is mentioned in passing on the Java driver Getting Started page (http://docs.mongodb.org/ecosystem/tutorial/getting-started-with-java-driver/#parallelscan), specifically here:
ParallelScan does not work via mongos.
It is also mentioned on Google Groups here:
However, this limitation is not documented on the page for the parallelCollectionScan command itself (http://docs.mongodb.org/manual/reference/command/parallelCollectionScan/)