So, I'm at a magma pool, and my miner refuses to mine out the rough-hewn obsidian wall that stands between me and wonderful magma.
Do they need special picks to dig obsidian?
They don't need special picks, no. You do have to tell them twice to dig through warm stone, though - when they discover it's warm, they'll stop, un-designate it, and tell you about it, complete with bringing your camera to the area. If you designate it a second time they'll dig it with no problem.
Note that this generally results in losing the digging miner, though, and his pick. Magma moves faster than dwarves. If you want to access the magma without casualties, you can do so from the top, or I hear there's a trick with building a magma-safe (?) door where the miner is going to stand to mine into the magma, which will... usually... slam shut in time to block the magma so that the dwarf can leave safely. You can then hook the door up to a lever to open it from a distance. I haven't tried that particular trick, though, so I can't vouch for it.
I could dig all around it, but I never got the "tile is warm" warning at all in 31.25 when trying to dig the Obsidian side of a pool. Makes me wonder if the sides of "pools" / "pipes" are immune to digging.
The pool was open at the top, but I wasn't up to building a DWR to power a magma pump to fill the tunnels under my workshops. Plus I had zero metal armor at all in that embark (no easy source of wood), so it was magma or nothing.
That's odd, then.
I could certainly see you not getting the warning, since the magma on the other side is already revealed and the dwarves expect the stone to be warm. But not being able to mine it at all? That's pretty weird, and possibly a bug.
What happens when you try to designate the square to be dug out? Does the designation mark go on the square? Does it just sit there forever without a dwarf coming by to dig it out? (Are your miners busy elsewhere?) Do you get a message about the job being cancelled, and then the designation goes away? If so, what does the message say?
Also, if you just want to move the magma down, you don't need a pump stack for that - can't use a pump stack for it, in fact. Dig a path for the magma to flow where you want it to, put a couple floodgates in so you can turn off the flow when you have enough magma where you want it, and let gravity do the work.