A huge amount of useful, user-created libraries for many statistical, ML, programming tasks. CL has some, but R has lots more traction in that realm.

Straight out of the box you get "a lot" of statistical functionality (not to mention things like easy io), a good repl on osx, and incredible plotting functionality is available almost instantly thru installing ggplot2.

it also is an interactive language, much like CL. This is a killer feature for exploratory work.

The other two posts are right about the main differentiators.