I believe that is a browser/platform feature.
That button does not appear to exist on Firefox or Chome on Linux (What I use). I am not sure if it exists on those browsers on Windows either. A high percentage of the HPR listeners use Linux, so I think it would be a bad idea to assume people use a specific browser on a specific platform, or that they don't use third party RSS readers.
>Just as a footnote, the RSS symbol in the browser address field allows subscriptions, but Matthew K is on to something.  It's easily overlooked.