Earlier quoted context omitted.
You need all that with SBCL, because you can call all that from a running Lisp program. Perhaps you are asking for that to be available as a library? The size isn't very large so it's not big a deal.
I'm not asking for it as such, but the claim that Lisps now produce "executables" is sometimes still not quite what people have in mind. It's still a whole bundled Lisp runtime, not unlike using PyInstaller to bundle an entire Python runtime in an executable.
A Lisp executable then can be one file which includes a runtime and the (compiled) Lisp code. One could also have these as two separate files.
The there are two basic ways to provide the Lisp code: it's either just compiled code or a memory image of containing the code. SBCL uses the memory image approach. ECL (Embeddable Common Lisp) uses the 'compiled code' approach. ECL compiles to C and then adds the compiled C code to its runtime.