Interoperability between libraries that expect your code to be pure R / pure Python. If you use RCpp or Cython or CPython then you lose much of the magic behind the language that enables the cool (but frequently slow) features. My biggest pain point in this situation: you can not use SciPy or Pillow or Cython code with Jax/Pytorch/Tensorflow (except in very limited fashion).
Differential equation solvers that need to take a very custom function that works on fancy R/Python objects is another example of clumsiness in these drop-to-C-for-speed languages. It works and as a performance-nerd I enjoy writing such code, but it is clumsy.
That type interoperability is trivial in Julia.