AFAIK, most Common Lisp applications are deployed in a single binary, bundled with the lisp implementation. SBCL isn’t an exception, so if someone would deploy an SBCL app to end-users, one would build a self-contained application with the `sb-ext:save-lisp-and-die` function [0].
[0]: https://lispcookbook.github.io/cl-cookbook/scripting.html