For me the biggest pain is that there are plenty of libraries that simply don't "quickload" in LispWorks. I've never had that issue with SBCL, which about 70% of the community seems to use, followed by CCL.
No surprise considering how gimped the personal edition is (which is even one major version behind). I wish they had a sort of revenue restricted Community Edition just like embarcadero is doing now. I'm old and I don't mind paying for tooling, but how many are dropping $750 on the Hobbyist edition?
I tend to call the attention for these Lisps, just because it seems a large amount of developers aren't aware what they are actually loosing in productivity by sticking with their free (gratis) tools.
Embarcadero is another good example, given what Delphi and C++ Builder were already capable of. Although here they have themselves to blame how Borland lost their hobby market ethos.
Aside from CAPI, I'd note the excellent platform support (traditionally one would use CCL as a free alternative as SBCL isn't quite there yet) and the possibility to deliver "tiny" executables due to tree shaking.
The class explorer is also excellent for navigating CLOS heavy codebases. Profiler and overall IDE experience is far better for anyone without Emacs Stockholm syndrome (which I do have btw).