Update
Current versions of R for Windows (since R 2.11) come with 64-bit executables.
In the past, there was no suitable free compiler. A quote from the old R-on-Windows FAQ (taken from sources and, therefore, with texinfo markup):
64- 64- Windows, Mingw64 @code {binutils} @code {gcc} R. , @footnote {, Intel PGI: Fortran Microsoft, @code {f2c}.} R-.
REvolution Computing 64- Windows / , R 64- .