I've always found magrittr mildly hilarious. R has vestigial Lisp DNA, but somehow the R implementation of pipes was incredibly long, complex and produced stack traces, so it moved to a native C implementation, which nevertheless has to manipulate the SEXPs that secretly underlie the language. Compared to something like Clojure's threading macros it's wild how much work is needed.
R, specifically tidyverse, has a special place in my heart. Tidy principles makes data analysis easy to read and easy to use new functions, since there are standards that must be met to call a function "tidy."
Recently I started using Nushell, which feels very similar.
I would assume, that most languages do that, or alternatively have a compiler, that is smart enough to ensure there is no actual overhead in the compiled code.
R + tidyverse is the gold standard for working with data quickly in a readable and maintainable way, IMO. It's just absolutely seamless. Shoutout to tidyverts (https://tidyverts.org/) for working with time series, too