Even then, the Alexa device has wifi and bluetooth. It’s common these days to use the wifi MAC and whatever the bluetooth equivalent is to resolve location sans GPS. If you don’t have all of the perfect optout_nomap_etc strings on your router SSIDs, they can use your own router MAC legally, even, and failing that (if they actually obey the law) they’ll just use your neighbor’s wifi MAC.
The comment thus far are a little oversimplified… Yes, the feed is just an XML document, same as the HTML page, but there are several relevant differences. Yes, in theory, one could use server logs to determine which IP addresses make which requests for what documents, but in practice… Making things run and spying on people tend to be two different departments. With HTML, unless you block all javascript and have no images load, tracking javascript and tracking pixels will be invoked by your browser and those DO go to the tracking you department. If you hit a webpage it is FAR more likely that data goes somewhere for you to be spied on than just downloading an RSS feed (although individual items in the RSS feed may well have tracking pixels).