sbcl won't finalize until the thread is done?

gistfile1.lisp

(defclass finalize-test () ())

(defmethod initialize-instance ((instance finalize-test) &key &allow-other-keys)
  (bt:make-thread (lambda () (sleep 300)))
  (tg:finalize instance
               (lambda ()
                 (format t "I am all done.~%"))))

(make-instance 'finalize-test)

(cl-user::gc :full t)

gistfile2.lisp

;; Same problem:

(defclass finalize-test () ())

(defun make-my-thread ()
  (bt:make-thread (lambda () (sleep 300))))

(defmethod initialize-instance ((instance finalize-test) &key &allow-other-keys)
  (make-my-thread)
  (tg:finalize instance
               (lambda ()
                 (format t "I am all done.~%"))))

(make-instance 'finalize-test)

(cl-user::gc :full t)