"I thought it all had to be expressions."

This is a common misconception. You are thinking of pure functional programming, not Lisp. Certainly a lot of Lisp programmers, myself included, prefer functional programming. Scheme, especially, leans toward functional programming. Haskell, not Lisp, is rightly known for embracing functional to the exclusion of all other paradigms.

What really stands out about Lisp is support for ALL paradigms, even those that haven't yet been invented. Lisp is an extensible language, that can be changed to fit your needs. Features that would require language extensions in other programming languages can be implemented as ordinary libraries in Lisp. Lisp was the language that allowed experimentation with new paradigms like functional programming, object-oriented programming, and logic programming long before more specialized languages (Haskell, Smalltalk, Prolog) were created to provide specific support for these paradigms.

I agree except that Clojure is specifically intended to be used functional, and not as OO. Clojure is not pure FP as it does allow state changes (in a controlled way), but that's an acknowledgement that state changes are useful and purity can be, I'll say, difficult. The way Java's OO embraces state changes is not the same principle, and makes things more difficult. OO style is possible in Clojure, but that's not what the language is meant for.

This is not cheating. Nothing surprising here.

Of course you can do statement-based code, like in any language that supports I/O(Haskell included).

That's a hard fact and it isn't what functional programming is about.