I am answering my own questions, after reporting this as This an issue to the roxygen developers. This was confirmed to be not working prior to roxygen2-4.0.0. They pushed out a patch within a day. (Awesome!) Roxygen2 now produces the correct Rd syntax for signatures with <-.
Additional notes: Upgrading to roxygen2-4.0.0 requires R >= 3.0.2 and the newest version of Rcpp.