If you want to leave the literal as-is you need to write:
E'\\s+'
The way I prefer is to keep the "E" omitted and write:
'\s+'
Without the "E" the backslash is not an escape character in a PostgreSQL literal and so the backslash in the regex doesn't need to be protected. By protecting it you are actually protecting the backslash in front of the "s" thus causing it to become two separate "symbols", "\" and "s" - and the + then applies to the literal "s".