[racket] Why is this slow?

I'm working through some programing puzzles, and one of them was to find the sum
of all primes less the 2 million, the new math/number-theory collection (thanks
Neil) makes it easy:

#lang racket

(require math/number-theory)

;;takes about 4 seconds
(apply + (filter prime? (range 1 2000000)))

But I thought that spoiled the fun, and I was surely making racket work more
then necessary testing each number in the range, so I thought the Sieve of
Eratosthenes would be fast and fun:

#lang racket
;; Input: an integer n > 1
(define (sieve-of-eratosthenes n)
  ;; Let A be an array of Boolean values, indexed by integers 2 to n,
  ;; initially all set to true.
  
  ;; for i = 2, 3, 4, ..., √n :
  ;;   when A[i] is true:
  ;;     for j = i², i²+i, i²+2i, ..., n:
  ;;       A[j] := false
  (define A (make-vector n #t))
  (for ([i (range 2 (sqrt n))])
    (when (vector-ref A i)
      (for ([p (range 0 n)])
        #:break (> (+ (* i i) (* p i) 1) n)
        (let ([j (+ (* i i) (* p i))])
          (vector-set! A j #f)))))

  ;; Now all i such that A[i] is true are prime.
  (filter number?
   (for/list ([i (range 2 n)])
     (when (vector-ref A i) i))))

;;takes about 17 seconds
(time (apply + (sieve-of-eratosthenes 2000000))

But it is dead slow.... 

Thanks,
Jordan