Functional programming languages are easier to parallelise due to their stateless nature. There seems to already be a subject about it with some good answers here: Advantages of stateless programming?
As said, its also generally simpler to build programs that generate programs in LISP due to the simplicity of the language, but this is only relevant to certain areas of AI such as evolutionary computation.
Edit:
Ok, I'll try and explain a bit about why parallelism is important to AI using Symbolic AI as an example, as its probably the area of AI that I understand best. Basically its what everyone was using back in the day when LISP was invented, and the Physical Symbol Hypothesis on which it is based is more or less the same way you would go about calculating and modelling stuff in LISP code. This link explains a bit about it:
http://www.cs.st-andrews.ac.uk/~mkw/IC_Group/What_is_Symbolic_AI_full.html
So basically the idea is that you create a model of your environment, then searching through it to find a solution. One of the simplest to algorithms to implement is a breadth first search, which is an exhaustive search of all possible states. While producing an optimal result, it is usually prohibitively time consuming. One way to optimise this is by using a heuristic (A* being an example), another is to divide the work between CPUs.
Due to statelessness, in theory, any node you expand in your search could be ran in a separate thread without the complexity or overhead involved in locking shared data. In general, assuming the hardware can support it, then the more highly you can parallelise a task the faster you will get your result. An example of this could be the folding@home project, which distributes work over many GPUs to find optimal protein folding configurations (that may not have anything to do with LISP, but is relevant to parallelism).
