26.3.3 Side-effects of stepping
When the Stepper steps a definition for the first time, it evaluates it.
This will not normally alter the behavior of your program, but there are three situations where this will cause unexpected behavior:
The code is loaded from a fasl file which is not compatible with the corresponding source file.
The source relies on compile-time side-effects of forms preceding it in the file.
The defining form has other side effects. This is unlikely to matter for simple definers such as
LispWorks IDE User Guide (Windows version) - 25 Nov 2011