SSL and delivery

[LWW 4.4.5, WinXP pro SP2, OpenSSL 0.9.8 from the source described in
the LispWorks User Guide.]

Consider the following simple delivery script (function FOO is
basically the example from the reference entry for OPEN-TCP-STREAM):

  (require "comm")

  (defun foo (hostname)
    (with-open-stream (http (comm:open-tcp-stream hostname 443 :ssl-ctx t))
      (format http "GET / HTTP/1.0~C~C~C~C"
              (code-char 13) (code-char 10)
              (code-char 13) (code-char 10))
      (force-output http)
      (format t "Waiting for reply")
      (loop for ch = (read-char-no-hang http nil :eof)
          until ch
          do (write-char #\.)
             (force-output)
             (sleep 0.25)
          finally (unless (eq ch :eof)
                    (unread-char ch http)))
      (format t "~%~%")
      (loop for line = (read-line http nil nil)
        while line
        do (write-line line))))

  (compile 'foo)

  (defun main ()
    (format t "Connecting...~%")
    (foo "daybyday.de")
    (format t "Done. Waiting for 5 seconds.~%")
    (sleep 5)
    (quit))

  (compile 'main)

  (deliver 'main "Foo" 0
           :interface :capi
           :console t)

If I deliver an application Foo.exe with this script a console window
pops up, I see "Connecting", then the response from the website (a 302
redirect), then "Done", and finally it quits after five seconds - as
expected.

If I, however, deliver without the :INTERFACE :CAPI keyword argument I
only see "Connecting" at which point the application hangs and CPU
usage goes up to almost 100%.

Is this expected behaviour or a bug?

Thanks,
Edi.