I've just installed SQL Server 2019 CTP 3.0 with R Services and enable the spexecuteexternal_script and after restarting my machine I ran the following simple code in SSMS just to test it:

EXEC spexecuteexternal_script

   @language = N'R'

   , @script = N'cat("Hello world")'

GO

And the result was the expected:

STDOUT message(s) from external script:
NULL
Hello world
Now, when I tried to run again there's no more result. Just a simple:

Commands completed successfully.

And no matter what I change in the code it won't work again until I restart my computer but only for the first run.

I think this is a bug because was running properly on SQL Server CTP 2.x