You will find the intro books don't talk much about parallel computing. Most of the general data sets in intro books will be no more than 30 observations. They are trying to teach classical methods moreso than useful computational techniques. As for parallel statistics, I don't have a good book recommendation. Most of my knowledge on the topic comes from papers and vignettes from the R community and not books. Maybe check out one of those O'Reilly books about big data techniques?

I haven't seen this OpenIntro statistics before. I'll check it out!