If there's not a major outcry, I'll make `slime-setup' do the following
(setq lisp-simple-loop-indentation 1 lisp-loop-keyword-indentation 6 lisp-loop-forms-indentation 6)
so LOOP gets indented like
(loop for x ... for y ... collect (cons x y))
instead of
(loop for x ... for y ... collect (cons x y))
-T.