SBCL works fine on Windows. It used to display a warning about fragility at startup, but that was removed in version 2.0.3, 6 years ago, after already being obsolete for quite a while.
CCL isn't very actively maintained and currently doesn't have an ARM64 port, but otherwise continues to work fine. I believe one reason people use it is that it compiles a bit faster than SBCL, at least in part by doing less optimization.
But CCL is very stable and works very well on the platforms it supports, sometimes in a much more compliant way than SBCL.
Using two implementations also helps identify portability issues coming from places the standard doesn't specify behavior sufficiently.