The article states that the rss reader could be used to allow unwanted content to be downloaded to a system bypassing firewalls and other security barriers. Of course, it is a whitepaper paid for by Trend Micro so it is not surprising that the recommendation is employing http traffic scanners which would detect the worms and remove them before they hit local systems. I am sure there is a product from Trend Micro somewhere which does this – their website is not that clear though which product that would be – they would be mad not to.
Regardless of who paid for the whitepaper, it is another threat to be aware of and introducing this sort of protection at the gateway is important – if only to stop the headaches afterwards! It will not just stop this possible new threat, it is a good way of stopping existing threats.