I enjoy the simplicity of a mailing list; I'd prefer not to create a new user account to participate in a software project. Plenty of other software communities utilize mailing lists, and I think you'll also begin to prefer email as you get more involved with software projects.
R is also a GNU package? so I don't think it's a good idea to use a closed source product like JIRA. I also think it's easier for the core devs to manage a mailing list instead of a JIRA instance.
I'm not sure what you mean about privacy concerns for package maintainers; can you elaborate?
Sahil