The Lisp world is fragmented. It's not just all the different Lisps, it's all the different <Lisp,OS> pairs (or even <Lisp,OS,editor> triples). They all behave differently. There's also randomness involved: I bet there are others out there complaining that they couldn't get Clisp running with Slime on Windows XP.
I doubt this will change. The Lisp universe has always been decentralized (which has been one of the secrets of its innovativeness). Its culture tends to be individualistic, which makes things more, not less fragmentary. And there's still another point - once you do get things working, they work so well that you forget about the initial pain. So the world divides into people who remember nothing but the pain (because they never broke through the threshold) and people who remember nothing about it (because they're too busy loving the other side).
The good news is that once you do get things running you will approximately never have that problem again. The differences, at least in the Common Lisp case, are greatest at the noob stage and cause comparatively little trouble later on. I realize this is no consolation to the noob.
There are enough kind and intelligent people in the Lisp world who like to help others learn, and this problem is complained about so widely and loudly, that if a technical solution were possible I think we'd have it already. Maybe in the absence of that, we need to do a better job of telling the story of why Lisp is the way it is, and of helping people get through that initial stage... maybe a social network to pair Lisp noobs with expert buddies :)
But even this would run up against the cowboy culture. I don't mean cowboy as in "cowboy coding". I mean the old west, do-it-yourself value system. In my imagination at least, old cowboys would help noob cowboys, but they wouldn't coddle them. They'd make sure you didn't get killed, but they sure as heck wouldn't make sure you didn't get hurt... they'd think it was good for you.