Using ion-exchange chromatography to purify DNA from a cell extract - Is DNA more negatively charged then RNA?
A longer or duplexed Nucleic acid will have more charge per mole of the molecule. But generally it is not the overall charge that matters in electrophoresis or MS or chromatography; it is the charge density and specific charge (z/m) that matters (charge density of a longer RNA will be almost same as smaller RNA. they will also have same specific charge)

The properties of stationary phase  is very important in controlling the separation process. Without knowing what resin is used, it will be difficult to comment about why RNA is not retained. 
Sometimes the strong basicity of the stationary phase, such as in quaternary ammonium resins, degrades RNA by alkaline hydrolysis. 

If yours is a commercial resin then you will have a tough time finding out what exactly it is made of. Unless of course you break the column open and do a molecular analysis of the resin :P