tl;dr R has its own pickle.load and someone decided to milk a CVE [1] out of this fact. [1] and a blog post for bragging, thankfully they didn't do a name and a logo.
This is uncharitable. From what I can tell, these RDS files are a common way of sharing data among R users. I would be relatively surprised if reading someone else's dataset was able to execute arbitrary code. I think this is more like if reading a CSV via numpy could execute code.
RDS files are a common way of sharing serialized R objects. Promises are valid R objects and supported by this serialization format. They always have been and I believe it is an intentional feature. The problem is that some people may think of RDS files as more convenient CSV files, but they are not.