RSS feeds are actually used quite a lot in the podcasting industry.
And indeed, nothing guarantees that you won't get ads in those podcasts, because ad insertion is done server-side in a lot of cases, so the media URL in the RSS feed will be served with ads in it.
My RSS diet is 99% personal blogs. I can assure you there are no ADS. If I were to follow those same people on social media my timeline would be flooded by random ads. That’s the difference.