Yep but all these checks don't necessarily need to happen at runtime. A clever enough compiler can optimise all of it (or most of it) at compile time. In general this is a very hard problem but for something static enough (like a simple parser) the compiler can produce code and determine its safety without needing to carry checks on to the runtime.
Note that C code or machine code would also have to perform input checks at runtime when doing http header parsing. A Common Lisp compiler wouldn't theoretically need to produce code performing any more runtime checks than these.
You can also manually turn some checks off. In some Lisp systems, declaring an optimization setting of (safety 0) will turn off a bunch of checks, even ones that the compiler can't statically determine are safe to skip. Of course this should be used very carefully if at all (especially in code that's parsing arbitrary data from the internet!).
Note that C code or machine code would also have to perform input checks at runtime when doing http header parsing. A Common Lisp compiler wouldn't theoretically need to produce code performing any more runtime checks than these.