[1] https://bookdown.org/ndphillips/YaRrr/rdata-files.html
[2] https://cran.r-project.org/web/packages/data.table/vignettes...
Sqlite has the advantage of not needing to install a server, which makes it easier to bring it up as your datastore.
I use both but give preference to Postgres/PostGIS if I have to do mapping things.
MySQL is never a consideration for me.
12GB is not a lot of data, not sure what was happening with your python that it took several hours. Don't get me wrong though, SQL seems like it could be the right tool for this use case.