Lifespan of Launchpad-Launched Exterrnal Runtime Processes
For security reasons, Python processes are not reused. Each call to sp_execute_external_script uses its own process instance(s), at least as far as Python goes. 

Since Microsoft SQL Server's Python and R integrations are very similar, I'd suspect the same holds true with R, as well, but I can't say that with 100% certainty.

Reference: reddit comment made by SQL Server engineering team program manager Tobias Ternström