Using the July 2020 (x64, 2.83.5894.881) and earlier versions of PBI Desktop, I was able to enable R scripting visuals & have that setting saved within the .pbix file - allowing me to run scripts without interaction.
Subsequent versions of PBID have not saved the "Enable Script Visuals" setting, requiring me to interactively "Enable" scripting each time the file opens.
I also have this issue. I have a number of R visuals based on scripts I wrote using the embedded R scripting ability. When I check them in R studio (my IDE) they work fine, and trhey all used to render perfectly on PBI desktop. Since very recently, they seem to be stuck in a loop where the "select to enable" pop-up simply keeps popping up preventing the visual from being shown - my visuals are now useless. I may open a fresh question for this.