You joined powershell and R terminal, so the command was sent to powershell. (See the link between R and powershell.) Delete all existed terminals and call a new R terminal can redirect target terminal.

However, even if you do, the triangle (Run Source button) executes Ctrl+Shift+S, which will call the source function and run the entire script. Does default Ctrl+Enter bother you?

If it is necessary to use the mouse and click to run code, locate the Run Selected Text option in the ... button of the terminal (upper right corner).