TIL: every run of #SBCL has the same initial *random-state*, so sequences of pseudo-random numbers are not so random. The solution is super simple: (setf *random-state* (make-random-state t)).
It makes sense considering what a #Lisp image is... but it's still pretty surprising compared to other programming languages. (And doesn't happen in #ECL or #clisp 😅)