According to this random Spanish website I found and translated using Google translate, it's done for plural words.
> Its correct spelling is RR. H H. With a point after the second R and one after the second point H, and a space between the first point and the first H.
"RRHH" being standard for plural acronyms seems sane to me. A bit verbose, but sensible and clear. This bit about "RR. H H."--with that exact spacing and punctuation--makes no sense at all to me. I'm not curious enough to investigate the logic behind that, though.