I thought %% was some sort of macro expansions and that is how magrittr creates pipes. But browsing through the magrittr github repo, it looks like they just define %>% and the other pipes as functions [1].
I don't actually know the relation between magrittr and the RStudio shortcut, but I've always assumed a shortcut for typing the pipe characters exist because RStudio employs Hadley Wichkham, who in turn is really big on tidyverse and pipes.
Would %>% mean anything in R if you didn't import magrittr?
All %fun% constructs are just simple functions that can be created by the user and can be used as infix operators. Base R has a few of those: %in%, %o%, %*%, %x%, %%, %/%.
magrittr created %>% which, when used in infix: x %>% f() calls the function on the right side with the argument on the left side f(x).