Not a Clojure developer but, IIRC, Clojure doesn't have conses, but rather the function cons creates a seq. A Seq in Clojure is immutable and (usually) lazy, which is nothing like what CONS makes in lisp (a mutable pair that is the basis for building singly-linked lists).

Note that linked-lists are only a good data structure in fairly narrow contexts (e.g. shared structure, certain types of mutation you can do). Since Clojure is focused on limiting mutation, it makes sense for them to use Seqs instead of linked-lists.