That's an old feature. It used to be called "ctags" and even console-based text editors support it.
"Finally getting to the point and you say "and all that"? Btw, "all that" includes unification of code and data - something no other language provides, let's say, idiomatically. This is an amazing feature, and in fact Lisp macros are Lisp macros thanks to just that - unification of code and data and symbolic nature of the language."
Lisp's problem seems to be that, until you know how to use macros and code/data unification, you can't be easily convinced of their merits. It takes a considerable commitment to learn Lisp before you can reach that level, though.
But what's a definition? Slime does this for defun/defvar etc, but not for things defined with, say, hunchentoot's define-easy-handler. Can you tell your IDE to take me to that location in a single keystroke? Maybe Slime supports adding definition types, I have no idea. Or maybe it throws up its hands because of the potential naming conflicts.
All this makes you wonder whether Lisp is too powerful for any IDE to keep up.
Have you ever used IntelliSense?
IntelliSense doesn't always work, either, at least when I used Visual Studio a lot.
You could e.g. have a system where write some type name (or variable with a declared type), hit a key and get a list of all the generic methods that apply.