I am not able to reproduce this issue using Sitefinity 3.7 SP3. Please take a look at the attached video and make sure that all Rss Settings you have are correct - Article Page, Rss Url etc.
Note that if your version is not 3.7 SP3 there could be such problems. There are fixes related the the RssSettings control between Sitefinity 3.6 SP2 and Sitefinity 3.7 SP3.
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