Top level macro usage produces SIMPLE-WARNING: undefined variable

[Symbolics]

Title says it all. For example this macro:

(defmacro defplot (name &body spec)
  "Define a plot NAME. Returns an object of PLOT class bound to a symbol NAME.  Adds symbol to *all-plots*."
  `(progn
     (defparameter ,name (%defplot ',name ,@spec))
     (setf (gethash (plot-name ,name) *all-plots*) ,name)
     ,name))	

When executed like this:

(vega:defplot online-bar-chart `(:mark :bar
                                 :data ,online
                                 :encoding (:x (:field source :type "nominal"      :title "Online resource")
                                            :y (:field count  :type "quantitative" :title "Percentage preference"))))

Produces the warning. The variable is actually defined, and the warning isn't issued at neither a SBCL REPL nor with slime, so I'm thinking it might be something with the interaction with common-lisp-jupyter. The notebook on github also shows the same behaviour and is a good way to reproduce the warning.

Any ideas?