All siren modules lazy-load if they can, so there's no need to
lazy-require a siren module.
Also this avoids the annoyance of the first time you use a feature
it triggers a package install from melpa. All such things should
happen as part of Emacs startup.
It effects performance quite badly in large files with lots of
indentation levels. I still use
highlight-indentation-current-column-mode though as it doesn't have such
a bad impact on performance.