Claim: $\{ a_i \} \pmod{p}$ (as a multi-set) consists of $ (q-1)$ 1's, $ (q-1)$ 2's, $ (q-1)$ 3's, $\ldots$, $ (q-1)$ $p-1$'s.
Proof: Let's count how many times 1 appears.
Consider $ kp + 1 $ where $ k = 0 $ to $q-1$.
Exactly 1 of them is a multiple of $q$, which isn't in $R(pq)$.
Hence, there are $(q-1) 1's$ in $ \{ a_i \} \pmod{p}$.
Similarly for the other residues.
Claim: $ \prod a_i \equiv 1 \pmod{p}$.
Proof: From the above, $ \prod a_i \equiv (\prod_{i=1}^{p-1} i )^{q-1} \equiv (-1)^{q-1} \equiv 1 \pmod {p}$
Here we use 1) $p$ is prime and we apply Wilson's theorem, 2) $q$ is odd so $q-1$ is even.
Corollary: $ \prod a_i \equiv 1 \pmod{pq}$.
With reference to Bill's comment, this also generalizes to showing that for $p, q,r$, odd distinct primes, and $\{a_i\}$ the residue class of $pqr$,
$$\prod a_i \equiv 1 \pmod{pqr}$$