If rmarkdown isn't installed in the project space, then creating an RMarkdown document via File -> New RMarkdown Document has components like stringi, yaml, and Rcpp building from source. I think this is because there is a pop up window where the package installation occurs from.
Though, typing the installation command manually into console seems to correctly pull packages from the prebuilt binaries.
I am able to reproduce this -- it has to do with a change R made in 3.6 where the R version is no longer reported in the user-agent header when HTTP requests are made -- we've deployed a fix that works for when install.packages() is run from the console, but you've found an edge case.
We're looking in to a few ways to fix this (and which would be the quickest/most effective) but for now using install.packages() from the console is the best workaround -- sorry for that!