With Clojure 1.5:
Behaves as expected: "2" prints 10 times. With Clojure 1.6.0-alpha2 the same form will print "1"s off the main thread.
This seems to be an interaction between loop/recur and the binding conveyance: the num binding does convey without the loop:
java version "1.7.0_04"
Java(TM) SE Runtime Environment (build 1.7.0_04-b21)
Java HotSpot(TM) 64-Bit Server VM (build 23.0-b21, mixed mode)