I'm using 1.2.5019-6 Professional (Elderflower), in which the default R version is 3.5.1.
I needed >=3.6 for installing BiocManager 3.1 (https://www.bioconductor.org/install/), and so I just installed R v3.6.2 today following the instructions at https://support.rstudio.com/hc/en-us/articles/215488098. As per the instructions, I set the install location to /opt/R/3.6.2/.
I can now select v3.6.2 in any R session, but 3.5.1 is always set when starting a new session. I've tried to change the "Default version of R:" in the options to v3.6.2, but it always reverts back to "(Use System Default)". ie., I go back to options, and that setting has reverted. I don't have any special settings in the server config files listed at https://docs.rstudio.com/ide/server-pro/r-versions.html#installing-multiple-versions-of-r