Both SLIME and SLY are user interfaces for interacting with a running Lisp process. SLY is much newer than SLIME, and so it copies some conventions and key bindings from SLIME. You can’t usefully use both at the same time, so the author of SLY made it check to see if you have SLIME configured as well. This is annoying you, but it would certainly annoy you more if both SLIME and SLY were running and stepping on each other’s all the time.
The right answer here is to disable one and use the other for a while, then swap. Figure out which you prefer and then uninstall the other.