I find that with vscode and the immediate window I get a decent repl.

What about R's language makes it better for Repl driven development?

If you haven’t used Emacs ESS it may be hard to explain what you’re missing with a true REPL, but if you had used it in the past and add tidyverse to it, you basically have super smooth interactive editing with the ability to quickly pool text from other REPLs, past notes or scripts. Contrary to the similar Python repl, you can easily pull and edit chains of multiple commands via R’s piping.

For one thing, R code can be written more concisely, due to the fact that the language is vector-based and functionally-oriented.