The truth is that this shouldn't happen. We tested this with Sitefinity 3.2 SP1 but we were not able to reproduce it. Here is what we did:
1. Created a new page with some content.
2. Created an RSS feed to that page.
3. Deleted the page.
4. We were able to get to Administration > RSS feed section. The page was no more listed as a source of RSS feed.
It is great that you fixed the issue. We would be glad if you provide us with any further information, as well as the changes you made in your database, so we could find the possible reasons for the problem you experienced.
the Telerik team