Even the clojure contrib jar is not included by default and has to be downloaded separately and then clojure needs to be launched with extra command line arguments to setup the classpath properly (or you need to fiddle with the classpath from within clojure), the same goes for any Java library that you want to use.
Even by itself, that is better than most Lisps out there, if not enough to make a Pythonista happy. The problem with this stuff is usually the painful verbosity of Java necessary to use it, but you can wrap away that pain very quickly with Clojure.
I do take the point about needing to fiddle with the classpath for any other Java code you want to use. But for me the Java classpath system holds up better than most other software deployment mechanisms. Usually, you just download a jar file, drop it on your classpath, and it just works. I think jar files are an unappreciated success story of the Java ecosystem. Clojure has functions to easily add jars to the classpath at runtime, which is even better, but I find it does not always work seamlessly for me.