This is incorrect if by native threads one means the full monty and not a crippled implementation. From http://www.lispworks.com/documentation/lw70/LW/html/lw-145.htm:

""" 19.12.1 Native threads on Windows, Mac OS X, Linux, x86/x64 Solaris and FreeBSD Each Lisp mp:process has a separate native thread and in LispWorks 6.0 and later versions these threads can run simultaneously.

Note: In LispWorks 5.1 and earlier versions, you can have many runnable mp:process objects/native threads, but Lisp code can only run in one thread at a time and a lock is used to enforce this. This can limit performance on a computer with multiple CPU cores. When a foreign function is called using the FLI, the lock is released until the function returns. This allows other Lisp threads to run, for instance while waiting for a database query to execute. """

Meaning, Lispworks had a GIL for years while SBCL was blasting ahead and allowing you to take advantage of multiple processors in the same process.