Looks like the documentation page is a little old but as far I know it should still be valid: might need updating - going to tag @kevinushey as it's his article.
FWIW in my setup (Windows 10), I have editor_bindings.json and rstudio_bindings.json within ~/Documents/.R/rstudio/keybindings as well as in ~/AppData/Roaming/RStudio/keybindings - the files are very similar but the latter ones are more recently modified (I've got bindings in the latter that I've added recently, which aren't in files in the former location).