One other data point, where things work fine:
[Media-Mac-mini-3:~/Downloads] lucier% gsc -:s Gambit v4.6.6
(load "streams.scm")
"/Users/lucier/Downloads/streams.scm"
(compile-file "sieve.scm")
"/Users/lucier/Downloads/sieve.o4"
(load "streams")
"/Users/lucier/Downloads/streams.o3"
(load "sieve")
"/Users/lucier/Downloads/sieve.o4"
(stream->list 10 primes)
(2 3 5 7 11 13 17 19 23 29)