I have installed JetBrains Mono in Ubuntu and I can use it as font in RStudio.
However, when I use the pipe operator the normal characters are displayed instead of the triangle glyph.
Did anyone have the same problem or is there something more than selecting the font I should do to see the glyph?
I see the problem in your screenshot! The "JetBrains Mono NL" font is a version of JetBrains Mono that has No Ligatures (ligatures are the feature that combines multiple characters into a single glyph). You need to use a version of the font that has ligatures. Try JetBrains Mono Regular?