R can exploit parallel hardware just fine with Parallel, Future and other libraries like Mirai. The problem is that execution speed is going to be a bottleneck for anything large and when you reach some optimizations, maybe R is not the best language to do the job. But it depends a lot on the use case.
I much prefer parallel in R with mclapply() to the Julia implementation of parallel. One of the few areas where I prefer R to julia (other being R data.tables to julia dataframes)