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I have found that Theorem 4.2 in [S. Janson. Interpolation of subcouples and quotient couples. Ark. Mat. 31 (1993), 307-338] looks like a result more general than my conjecture, but for the real interpolation method. I need to understand this result.
I suppose that, in the concrete version $E_n\subset L_2\{-1,1\}^n$, the proportionality of dimension of $E_n$ implies that the $E_n$'s are not uniformly complemented in $L_p$ for $p<2$, and that the independence of the sum $E=\oplus E_n$ implies that $E$ is isomorphic to $\ell_2$ in $L_p$ for $p<2$. Is $E$ also a subspace of $L_q$ isomorphic to $\ell_2$ for $q>2$?
The case in which I am interested is $A=L_1(G)^{**}$ with one of the Arens products induced by the convolution algebra $L_1(G)$, where $G$ is a LCA group.
Yes. After asking the question I realized that taking as $A$ the bounded operators on a Banach space $X$, and as B the compact operators on $X$, I can get a counterexample. The problem is that I do not know what kind of conditions could help.