It is POSSIBLE to use RSS / RDF type encodings to contain things like entire text articles or even binary data like videos or audio files so that you can access the entire content based on the RSS/RDF/XML/whatever you've already downloaded.
Typically, however, it is a specialized setup of a site that generates that sort of thing; most sites JUST have a blurb about the content title, date, producer, summary, etc. and a URL link to the main content that you'd have to use a web browser or other such program to load.
If you had the right software it'd be possible to take the content URLs from the RSS feed of a summary and then present / save / display that data, though that'd be somewhat complicated by the possibility of the content being spread over multiple pages, any site specific login that'd need to be done, the possibility that the content URLs aren't specific enough, et. al.
Basically they've created an incompetent mess that sort of sucks when you'd like to do something like read the information when you're away from the internet or would like to use a reader other than a common web browser, et. al.
