It's not just about autofocus performance with third party lenses. Stepless aperture (google Tamron video clicking noises), color rendering, bokeh rendering, corner quality, and build quality/durability are all factors to consider, where Canon L glass usually come out on top (there are exceptions of course).
But third party lenses excel in value that Canon can't touch for several reasons. First, they have economies of scale across systems. As others have mentioned, they aren't making a lens specific for the R system, that R lens is probably available on several other mounts. Second, they don't usually cater to the professional crowd, which demand levels of durability and serviceability that affect design and materials (see for example Roger Cicala's breakdown of the Canon 35L versus the Sigma Art 35). Not to say that third party build quality is poor, but as Roger shows, definitely not at the same level as Canon. And finally, they don't ensure compatibility with the endless body/lens/extender/flash/etc combos possible in the EOS system at the same level as Canon does, meaning less time spent on testing and compatibility.
The above doesn't exactly put third party in a positive light, but they might have a place depending on your needs. For example, if there is a focal range that is not used often, but still needs to be covered, third party can be a low cost option (someone earlier mentioned an ultra-wide prime for a few hundred dollars just to play with). Or maybe one prefers a high quality f/1.4 or f/1.8 prime that Canon doesn't make. Or maybe it is a niche focal range. Etc. Third party offers more choices at usually much lower prices, so I'd rather have more choices versus less choices. But they do have their place. If budget allows for it and it's a focal range used often, I will almost always go for the Canon L.