In M-x shell, when you go anywhere in the buffer to edit any string (input by the user, part of the prompt (current directory path, etc), or output by previous commands, as soon as you type return, the current line is copied after the current prompt and executed.
Surprizingly, slime does not behave similarly... Instead, it answers an unuseful:
; No value
I think it'd be nicer to have a behavior similar to that of shell-mode.