Me contesto yo mismo.

Pasa al cargar el paquete xlsx. Parece ser que este paquete hace algo 
con los "locale"

 > 0.2
[1] *0.2*
 > sessionInfo()
R version 3.0.3 (2014-03-06)
Platform: x86_64-pc-linux-gnu (64-bit)

locale:
  [1] LC_CTYPE=es_ES.UTF-8       LC_NUMERIC=C
  [3] LC_TIME=es_ES.UTF-8        LC_COLLATE=es_ES.UTF-8
  [5] LC_MONETARY=es_ES.UTF-8    LC_MESSAGES=es_ES.UTF-8
  [7] LC_PAPER=es_ES.UTF-8       LC_NAME=C
  [9] LC_ADDRESS=C               LC_TELEPHONE=C
[11] LC_MEASUREMENT=es_ES.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets methods   base

loaded via a namespace (and not attached):
[1] tools_3.0.3
 > library(xlsx)
Loading required package: rJava
Loading required package: xlsxjars
 > 0.2
[1] *0,2*
 > sessionInfo()
R version 3.0.3 (2014-03-06)
Platform: x86_64-pc-linux-gnu (64-bit)

locale:
[1] es_ES.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets methods   base

other attached packages:
[1] xlsx_0.5.5     xlsxjars_0.6.0 rJava_0.9-4

loaded via a namespace (and not attached):
[1] tools_3.0.3
 >

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