A quick further thought: before you load the system (affecting the current state of the image), interrogate ASDF to get the plan it will execute for the load system. That may reveal something interesting, as would some tracing of the process to see what the :FORCE values are, and whether they are passed everywhere appropriately. Comparing traces done with REQUIRE-SYSTEM (to see the FORCE values it supplies) and LOAD-SYSTEM should be instructive. Check to see what files ASDF thinks have changed, to see why it thinks it must reload parts of McCLIM.
Honestly, I forget whether ASDF triggers rebuilds if it thinks the system definition itself has changed. But that might be a possibility (snooping on FIND-SYSTEM might help). I could imagine that some interaction with quicklisp might fool ASDF into thinking the system definition has changed.
Good luck! r