I think another difference at least for Common Lisp DSL's are embeded into the language (look at loop) and so people are comfortable with using them and somewhat how to write them.
This doesn't mean there isn't people who hate stuff like loop being in cl but it does go someway to showing why it's okay. I think the design of lisp encourages them as well (as the previous poster said) by the fact that the entirety of lisp is built up from a extremely limited amount of instructions so the entire language can be argued to be a DSL on top of a DSL on top of a DSL etc.
This doesn't mean there isn't people who hate stuff like loop being in cl but it does go someway to showing why it's okay. I think the design of lisp encourages them as well (as the previous poster said) by the fact that the entirety of lisp is built up from a extremely limited amount of instructions so the entire language can be argued to be a DSL on top of a DSL on top of a DSL etc.