Hat tip to @M, the problem seems to have been with the CRAN version of RNHANES: https://cran.r-project.org/web/packages/RNHANES/index.html

using devtools::install_github("silentspringinstitute/RNHANES")

To install the [development version](https://github.com/SilentSpringInstitute/RNHANES/issues/18) fixed the problem.

Leaving this here in case others run into this, and to take the answer out of the comments.