Ah, that. I knew something would go wrong. That was from my attempt at making binaries. You can either install the quicklisp package "deploy", or remove the line with "defsystem-depends-on" in the bulletwar.asd file. I'd update the game, but I'm not sure what the game jam rules say about that.
EDIT: I've (probably) fixed the problem on the GitLab version, although I won't update the itch.io version to avoid breaking any rules.