You are not doing anything wrong, this is a reporting bug (fixed in the latest 2.2-SNAPSHOT). In the meantime things should be ok if you suppress spaces:
import org.specs2._
class DemoSpec2 extends Specification {
def is = s2"""
This is a specification to check the 'Hello world' string
The 'Hello world' string should
contain 11 characters ${Set11().e1}${("feature")}
start with 'Hello' ${Set2().e2}${tag("abc")}
"""
case class Set11(){ def e1 = 1 must_== 1 }
case class Set2(){ def e2 = 1 must_== 1 }
}