[R] Why is looping in R inefficient, but in C not?

[Alexander Engelhardt]

Hey,
I just read another post about calling R from C. Someone on 
stackoverflow (DWin makes me suspect its David W.?) referenced this: 
http://www.math.univ-montp2.fr/~pudlo/R_files/call_R.pdf
Which made me think: Why is a loop in R bad, but in C not?

And where exactly does looping cost the most? I wrote a piece of code 
for my bachelor's thesis where I loop from 1 to 500, and estimate a 
boosted model in every iteration. The procedure takes 2-6 minutes. In 
this example the loop (instead of some kind of apply()) shouldn't cost 
too much time, right?
I suspect it's way worse if someone would loop from 1 to 10000 and 
perform only a small task (a mean(), for example) in each loop. Can 
someone confirm this?

Regards,
  Alex