It's really sad, as lisp would probably also be great for desktop development. I mean it's not the problem of lisp - but it's unfortunately still a show-stopper for typical windows application developers.
This seems to be true regardless of the source language(s) of said application.
There are some nice tools to build said setup programs. That's why I asked whether they would be useful.
If I develop an application can a user download an exe which installs the requirements and have the application run after clicking an entry in the start menu?
I guess if it would for example install the clisp environment (if it's not installed already) and binds files with lisp extensions to it so they get executed on click that could be sufficient already. Do you know of a ready-to-use tool which does that already?