[arb]

Perhaps it's the function shorthand syntax that resembles Perl. This is closer to your macro's surface syntax:

    (Σ (fn [i] (* (p i) (log (p i)))) x)

The tradeoff with your macro version is that when you want to leverage Σ as a first-class function (say, with comp or partial), you will end up with #() or (fn..) in the calling code. You can't escape it -- it's a natural way to write functional Lisp code.

It's no less readable than the rest of Clojure's API. You can reasonably expect a Clojure user to understand functions as arguments.