Hello Giovanni
One of the most common misconceptions of NTP authentication is the direction of authentication. By configuring authentication on the NTP master, what you have done is to configure R1 to synchronize only to systems providing the authentication key 1 in their NTP packets. In other words, R1 will synchronize (as a client) to any NTP server that has the configured authentication key. This configuration does not affect R2 synchronizing with R1, but affects R1 synchronizing with some other source.
If you configure authentication on R2 and not on R1, then you will see that synchronization will not occur, which is the scenario you are trying to reproduce here. To get authentication to function between these two devices, you will have to configure authentication on both devices.
I hope this has been helpful!
Laz