This may be an issue with the file encoding that R uses for the import script.
First thing you may want to try is opening the script as UTF-8.
Second thing: The API import (that actually downloads the script from the server, and the script then tells R to download the data from the server) also often circumvents the issue: Click the button to enable the API download, then copy the one-liner into R/RStudio, then run the line.