The suggestion that RSS feeds are dangerous is an idea that seems to make the rounds every 3 months or so. Personally, I think that it's more hype than actual danger. People don't normally subscribe to feeds without looking at the site. At least, I hope they don't. Very few sites blindly accept comments. Fewer still allow any sort of embedded code or HTML in comments.
As far as dangers go, this doesn't rate high on my list.