Hi Anton,
MSigDBR is not a piece of software we produce, it's a 3rd party package that redistributes MSigDB, I'd recommend reaching out to them directly using whatever email address they provide in the support information for the package. That said the issue here might be that it's bundling an old version of MSigDB. The current version is always available from our MSigDB.org website and these sorts of packages typically have a way to load in our gmt files directly.
Sorry I couldn't be of more help here
-Anthony
Anthony S. Castanza, PhD
Curator, Molecular Signatures Database
Mesirov Lab, Department of Medicine
University of California, San Diego