Well, the example was on OSX, and it's generally not a good idea to do static linking there ;) (same on many other systems, you need minimally certain amount of dynamically linked stuff).
Blaze/Bazel rules for Lisp support building fully static SBCL binaries (except possibly for grabbing dynamic stuff that is forced by glibc). ECL also supports static linking.
There is a work in progress on SBCL to make it possible to create a really static binaries:
https://www.timmons.dev/posts/static-executables-with-sbcl-v...
I tried this fork and it worked for me!