The arglist window that slime-space displays isn't automatically closed on Xemacs 21.4 and CVS slime (2004-10-27). The problem seems to be that slime-message is called from a slime-eval-async callback, where the current buffer is " *cl-connection*". This means that the window-closing lambda is pushed into the buffer-local slime-pre-command-actions of the wrong buffer, and thus never gets called.