I've looked into it and was surprised at first, because it works here (tm). Then I've tried the older version in Quicklisp and I could reproduce the issue!
In other words the issue was there, and it was fixed. I don't recall what was it and I think that at this point bisecting /when/ it was fixed doesn't make much sense.
A remedy: clone McCLIM from the branch master to ~/quicklisp/local-projects and try again. Happy hacking!