My personal disappointment is the lack of expressiveness.
Here is a C# LINQ example:
using System.Linq;
files.AsParallel().ForAll(file => ProcessXML(file));
To achieve something similar in Java 7, one could start on perhaps with improving the java.util.Collection interface, or appropriate abstract children, by introducing the asParallel method that the Collection implementations could implement. One obvious problem I see is the lack of lambda support in Java 7, so one would have to pass an anonymous class into forXXX(..) instead which is a bit more clunky.