We have a nice fact about the terms with $L$ and $U$: one of the terms is much smaller than the other, and moreover, it's $L$-dependent term which goes to zero faster:
$$\frac4{r^2}L-\frac2rU\sim-\frac2rU\text{ as }r\to\infty.\tag{I}$$
This gives us the relation with $U$ but without $L$:
$$R''(r)+\frac5rR'(r)-\frac2rUR(r)\sim-2ER(r)\text{ as }r\to\infty.\tag{II}$$
Now we have only one matrix, $U$, and this allows us to switch to a basis where it's diagonal. If we denote
$$U=KWK^{-1},\tag{III}$$
where $W$ is a diagonal matrix with $u_i$ on the diagonal ($i=1,2,...,n$ for $n\times n$ matrix $U$), then, denoting
$$Q(r)=K^{-1}R(r),\tag{IV}$$
we can transform the relation $(\mathrm{II})$ to
$$Q''(r)+\frac5rQ'(r)-\frac2rWQ(r)\sim-2EQ(r)\text{ as }r\to\infty.\tag{V}$$
But since $W$ is diagonal, we can actually split this system into a set of independent relations for components $Q_i$ of $Q$:
$$Q_i''(r)+\frac5rQ_i'(r)-\frac2r u_i Q_i(r)\sim-2EQ_i(r)\text{ as }r\to\infty.\tag{VI}$$
These relations can be treated by the usual method of dominant balance as follows. Set
$$Q_i(r)=\exp(S_i(r)).\tag{VII}$$
We'll get
$$(S_i'(r))^2+S_i''(r)+\frac5r S_i'(r)\sim\frac2ru_i-2E.\tag{VIII}$$
Assuming $(S_i'(r))^2\gg S_i''(r)$ as $r\to\infty$, we drop $S_i''$ term, simplifying $(\mathrm{VIII})$ to
$$(S_i'(r))^2+\frac5r S_i'(r)\sim\frac2ru_i-2E.\tag{IX}$$
Solving quadratic equation for $S_i'(r)$ and integrating, we get
$$S_i(r)\sim-\frac52\ln r\pm\int\limits_1^r\sqrt{\frac{25}{4r^2}+\frac2ru_i-2E}\,\mathrm dr+C_i.\tag X$$
As we want the decaying solution, we choose $\pm\to-$. Thus we have a set of $Q_i$, each with its own arbitrary constant factor of $e^{C_i}$. Going back to original basis as given by $(\mathrm{IV})$, we finally get our $R(r)$, up to $n$ arbitrary constants, which should be defined from other considerations.