When attempting to read an Oracle BI EE RSS feed, trouble authenticating an RSS reader using SSO may stem from the way Oracle SSO is intercepting requests from that particular RSS reader. In this case Oracle cannot control the feed reader application.
There are two scenarios, however, where SSO may be supportable:
Using a browser-based RSS reader like Wizz RSS for Firefox, and using Firefox to log in to SSO before accessing the feed.
Using Windows integrated authentication with an RSS reader that uses Internet Explorer.
Firefox can support Windows authentication so you can use it in this case.
You must validate deployment strategies for your environment.