Another reason that causes my misunderstanding was the use of a literal list. In the updated part of the question, the literal list '(25 30 35) is used.

Similarly, when I execute the following code in SBCL

(let ((lst '(0 1 2)))
  (setf (car lst) 10)
  (values
   (car lst)
   lst))

The output is

0
(10 1 2)