RStudio integration does exist. Can't remember which release but it's been around for at least a couple of months I think.
File -> Options and Settings -> Options -> R Scripting you can associate an external IDE with Power BI.
Then, from within the R Visual edit window there's a new icon on at the top, an arrow pointing North East - this will copy your code to your associated IDE and extremely conveniently package up the data items you pass into the R Visual and store them in a referenced CSV within R Studio.
Any changes you make to the code you will have to manually cut and paste back to Power BI but it's still pretty nifty the way they have done the integration.
HTH
Sacha