Type systems: This is the biggest issue in my opinion. Most Lisps don't really have any formal notion of a type system. Common Lisp kind of does; it's pretty baroque, but if you look deep enough, you'll see it's way behind the systems offered by ML derivatives, Scala, or Haskell. Such a thing would be incredibly hard to bolt-on. Shen sort of offers a richer system in very weird syntax, but the compiler just throws that info away and doesn't make it useful. Typed Racket is another approach.

Polymorphism: In Common Lisp, I can't really make efficient, generic data structures. In Haskell, I can, by making the data structure polymorphic. Haskell will know the types at compile time and can optimize accordingly. In CL, I must do ugly things like provide equality predicates to functions, as opposed to having them associated to the data structure itself. François René Rideau has been trying to patch this up by something called the "Lisp Interface Library".

Functional optimizations: In any Lisp, you typically need a special library for doing optimization of functional code. Deforestation and so on can only be done with special packages like reducers in Clojure or SERIES in Common Lisp. Again, they aren't broad enough to cover the language as a whole.

Immutable/persistent data structures: Clojure has this pretty covered. It is possible to implement these data structures in other Lisps, like Common Lisp, but they're not bound to be very efficient.

OS integration: Not much of a comment. For Common Lisp at least, the language was designed without POSIX or Windows in mind. So it has really weird pathname conventions, poor ways of targeting the user environment, a weird idea about files, etc.

Code organization and packaging at the language level: This is an issue with CL and Scheme. Lisp doesn't really have the concept of an explicit API, or modules of code. There's no concept of a compiled shared library. Code is almost always distributed and integrated by source.

...

The list goes on. You can implement lazy data structures in Lisp, but it's hard to really integrate them in the language. Lazy data structures provide tons of benefits, especially by moving the boundaries for abstraction, but there seems little hope to make this a part of Lisp.

A big problem is that even if some of the above concepts are implemented in various languages (and as I stated, some of them have), they're usually implemented as a part of a toy language (even if it's not intended to be a toy), and are never really integrated well with what exists. Because of this, I don't think it's fair to say Lisp has all of these features, even if there exists dialects of Lisp that implement some of them.