There may be some state somewhere that allows a challenge, but I don't know of any either. I come from a flight program that used an RN/RRT crew configuration, and at the base I worked at (in SC), we all had to be paramedics as well. The RN's who weren't already paramedics were able to simply take and pass the paramedic finals and get their SC card, but the RRT's had to go through an entire paramedic program.......I also know that the 2-week Creighton University paramedic program - which is popular with flight and CCT RN's - does not admit RRT's.
FWIW, most of the RRT's I've known felt very limited in their career options after a few years. If I'm working in an ICU or on a floor I'd rather be an RRT than an RN any day of the week, but when it comes time to move on to something different or progress into advanced practice, RT's have very few options, unfortunately.