Why does `\s` not work in helm-swoop regex search while `[[:space:]]` does?

\s is string syntax for the space character: it's an escape sequence, not a regexp backslash construct (in contrast to Perl regexps). So when you type a search string interactively, you should just hit the space bar when you want a space. Try with C-M-s. OTOH, in a string you can use "This\sis a space." but it's not buying you much: it's the same as typing "This is a space."

See Basic Char Syntax in the Elisp Reference manual. In particular, this paragraph:

These sequences which start with backslash are also known as “escape sequences”, because backslash plays the role of an escape character; this has nothing to do with the character . ‘\s’ is meant for use in character constants; in string constants, just write the space.

EDIT: As @rpluim points out in a comment, \sC for some C is Emacs regexp syntax for matching character syntax, e.g. \s- matches any character with character syntax of whitespace, \sw for word constituents, s( matches open parens, etc. Note that character syntax can be mode-dependent: each major mode has its own syntax table.

See Regexp Backslash in the Emacs Lisp Reference manual and the links therein. The relevant paragraph is:

‘\sCODE’ matches any character whose syntax is CODE. Here CODE is a character that represents a syntax code: thus, ‘w’ for word constituent, ‘-’ for whitespace, ‘(’ for open parenthesis, etc. Torepresent whitespace syntax, use either ‘-’ or a space character. *Note Syntax Class Table::, for a list of syntax codes and the characters that stand for them. 

Note that \s-(or \s ) would match any character whose syntax code is whitespace, not just spaces.

So you could type \s-4 or \s 4 to C-M-s (and probably to helm-swoop, although I have not tried that out).