Userland's RSS reader—generally considered as the reference implementation—did not originally filter out HTML markup from feeds. As a result, publishers began placing HTML markup into the titles and descriptions of items in their RSS feeds. This behavior has become expected of readers, to the point of becoming a de facto standard, though there is still some inconsistency in how software handles this markup, particularly in titles. The RSS 2.0 specification was later updated to include examples of entity-encoded HTML; however, all prior plain text usages remain valid.
Source: Wikipedia > Rss
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