I'm coming on the side of saying that this has a place in Madeira, (first version of which I'm releasing before the end of May.)
Madeira can deal with the umask and thread-safety of *random-state*, whereas Alexandria has so far resisted unportable or implementation specific code -- and dealing with those two requires that.
Umask could be degreed to simply be the process umask, which would be suboptimal but acceptable, but thread-safety is more serious -- though I suspect that parallel RANDOM calls should at worst produce degraded quality of random numbers, not corruption or errors, but every time someone assumes "this can't cause serious issues" a kitten dies, so...
Cheers,
-- nikodemus