There are quite certainly other advantages to learning Lisp other than the experience itself. Advantages over other languages are quite a few, depending on what the "other" language is. However, with other languages having borrowed heavily from Lisp's inheritance (Lisp is 50-year old after all...), it's hard to point a finger towards something you absolutelly cannot find in any other language.
Not having the notion of executable file as such is not really something done only so as to distinguish Lisp from other languages. From my experience, it actually has a lot of advantages, including the incredible ease of code loading and unloading.
The recommended way of development is, indeed, to use SLIME or something similar to feed code to the Lisp interpreter. Due to ASDF, this also makes a very good way to distribute applications (and also very flexible).
As far as approaching Lisp goes, experience from other languages is certainly helpful, but used selectively. For instance, I found my familiarity with the intimate details of the C compilers very useful when profiling my Lisp code, even though Lisp isn't C and SBCL is not GCC, and my acquaintance with dynamic typing from Objective-C to be equally helpful.