Why use R for compilation rather than Dub?

There is nothing preventing you from using Dub - I even provide an example to show how Dub can be used.

My experience using Dub with embedr has been less than pleasant, while R's package manager has made things easy. In particular, if I want to call code inside an R package, it's trivial to do that from within R. R handles all the necessary linking easily, whereas it's a bit of an adventure to do the same thing with Dub, in part due to Dub's poor documentation. To be totally honest, I can't imagine a typical R user being able to do much at all with Dub.

tldr: Feel free to use Dub, but the R functions I've written have made my life a lot easier.