From within the R script, could you test the permissions of the other directories in the path? I expect that one of the directories does not permit the rstudio-connect user to traverse through.
Some organizations restrict permissions on user home directories. I would not be surprised to see that /home/sagi is not readable by the rstudio-connect user/group.
You can try using the R function "file.info" against each path to confirm access and inspect the permissions from the perspective of the rstudio-connect user running R. That would require deploying a (temporary) modification to your R script.
You should not need full "rwx" permissions on each component of the path. The following should be sufficient (this is not your only option):
permission user group path
drwxr-xr-x root root /home
drwxr-xr-x sagi sagi /home/sagi
drwxr-x--- sagi rstudio-connect /home/sagi/ricardo_data
-rwxr-x--- sagi rstudio-connect /home/sagi/ricardo_data/retail_prices_UK_liquor.csv
This should allow read access by the rstudio-connect user (a member of the rstudio-connect group) to the CSV file. I've suggested group permissions in case you rely on the RunAs functionality of RStudio Connect and execute content with additional users.