When an error occurs during initialization (for example, because of code in an initialization file) and the image is configured to start the LispWorks IDE, by default it catches the error, starts the IDE and displays the error in a snapshot debugger.
You should note that because this is a snapshot, you cannot actually continue or abort or return from a frame. The snapshot debugger is simply a tool to help debugging the error.
The behavior is controlled by the variable *debug-initialization-errors-in-snap-shot*.
LispWorks User Guide and Reference Manual - 13 Feb 2015