Dear old Lisper,
You have found drscheme and it is almost like your old Lisp machine. It is easy to program in it, it has things that nobody else has, and we all love parentheses. But after some initial enthusiasm you are wondering why in the world, we decided not to provide commands for sending individual definitions and expressions from the Definitions window to the Interactions window, aka, REPL.
It wasn't an accident. It was by design after some difficult experiences. I am personally a product of the Emacs world that you are describing below, and my advisor Dan Friedman was called the "Lispman" on his door sign at Indiana.
When I first discovered the idea of sending individual expressions and definitions from a buffer to a repl, it was a near-religious revelation to me. I wanted everyone to know this trick and use it. When I started teaching the freshman course at Rice, I told our chairman so and he asked "why". I was shocked, awed, and I failed to explain to him how it mattered. He was a mathematician and I wrote it off. They don't know.
Then I started watching my sophomores and juniors at Rice in lab. Now that was a true disappointment. Few if any used this trick and when they did, they more often tripped up and got the repl into a state where they didn't know what was going on.
In the mid 90s, I wrote some more Little books with Dan, and boy, time and again, I watched him stumble across the state of the repl. I even watched him re-start the repl and load the whole buffer more often than not.
Why? In the presence of macros and higher-order functions and other beasts, it is difficult for masters of the universe with 30 years of experience to keep track of things. What do you think students with 10 or 20 days worth of experience will do? Is it really such a deep principle of computing to create the objects incrementally in the repl as opposed to thinking systematically through the design of a program?
I decided not and asked Robby to make DrScheme's repl transparent. That is, it re-starts the repl and re-loads the buffer every time. I consider this behavior a suitable compromise: have a repl but don't confuse yourself with send-defs and send-exprs. This is especially true in an age when sending an entire buffer takes as much time as sending an individual expression or definition. Soon we'll get "compilation behind your back" so that only the current buffer is re-interpreted. It'll start things even faster.
Even though I had used the incremental mode for more than a decade when I switched from Emacs to DrScheme in 1998, I have hardly ever looked back. I miss a few other things but the incremental repl is one of those rituals old Lispers acquired and never questioned ... but it isn't fundamental and critical to anything. (Note there is no qualifying clauses, no when no if no but. I really mean this last sentence the way I spelled it.)