The Quicklisp project repository (which is analogous to PyPI) requires that all projects included within it build without warnings. So treating warnings as errors isn't really opt-in in the CL community.
The full story is that there is a sub class of warnings called style warnings. Any warning that is not a style warning is typically called a "full" warning. Full warnings do break compilation by default (the spec even mandates this). Style warnings do not. That is why ASDF typically starts the deprecation process with style warnings.
However, the bad system name warnings do not happen during compilation. It roughly happens during configuration time (as ASDF is building its plan). Since this is not compilation, neither the spec nor QL care about the specific types of warnings produced. That's why the bad system name warning is a "full" warning.