I found a blocker: Some StumpWM contribs like sbcl-stumpwm kbd-layout
make calls at the top level which expect a running session of StumpWM,
and thus asd:load-system will fail on them, while asdf:compile-system
used to work.

Suggestion: add an option to our build system to choose between
asdf:load-system and asdf:compile-system.  We default to
asdf:load-system and use asdf:compile-system in stumpwm-contrib.

Thoughts?