For a lot of languages, I agree, because there's no way to create a DSL as part of the language itself. Think of the difference as one of direction; are you fitting the domain into the language, or extending the language to fit the domain? Most languages are either general-purpose (C, Java) or their domain is fixed upon creation (SQL, Mathematica).
In a Lisp, you can use macros to accomplish things that go way beyond defining a domain-specific library / API. A typical library is restricted to the capabilities of the language, but a DSL in Lisp can extend the syntax itself.
Want to alter the reader so you have a way to express normal code as remote computations? Go for it. Feel like adding new math operators to use matrices instead of scalars? Knock yourself out.
Common Lisp itself did exactly this when object-oriented programming came along; using nothing but macros and closures, the Common Lisp Object System (CLOS) was built.