I'm having the exact same problem. One Drive being default seems ridiculous... Why would I want libraries backed up to One Drive??
Edit: I was able to follow the second post on this SO page to set my R_LIBS_USER environmental variable to the proper folder
Once I did this I needed to change permissions on that folder so that I could write/install new libraries. Many people suggest actually creating a personal folder to store libraries in, since it's not good to change permissions on program files. Up to you.
I would highly recommend that the default library is changed, or that there is some option on install to set it (I didn't see one, and I uninstalled/reinstalled a few times trying to fix this). This feels like shoving One Drive in our face for something it's really not ideal for.