Most GUIs assume that if you are in a directory and "open", double-click, or otherwise attempt to execute an .R file, that the directory in which it resides will be the working directory unless otherwise specified. The Mac GUI provides a method to change that default behavior which is changeable in the Startup panel of Preferences that you set in a running session and become effective at the next "startup". You should be also looking at:
?Startup
The RStudio documentation says:
"When launched through a file association, RStudio automatically sets the working directory to the directory of the opened file." The default setup is for RStudio to be register as a handler for .R files, although there is also mention of ability to set a default "association" with RStudio for .Rdata and .R extensions. Whether having 'handler' status and 'association' status are the same on Linux, I cannot tell.