This has a few advantages, major being that you can run any language with a dynamic REPL this way, without changing your setup. Or, you can even have two files, written in two different languages, open side by side with a corresponding REPLs running beneath each of them. The downside of course is that you miss on auto-completion and other integrations like that. These are not impossible, but you would have to torture your Vim setup quite a bit in order to implement them.
However, you do indeed get autocompletion and many IDE amenities with the language server protocol. Naturally it’s not at the same level as RStudio. But one tool to play with any language is a very nice thing.
I use R directly from the terminal quite a bit for any small jobs, like calculations, purely due to the <1000ms boot time.