I see this as a bug. It’s reasonable to expect RSS feeds per grouping of posts showing under an account profile (posts, comments, saved, etc). Posts and comments are covered, but not Saved.
So either the feed icon should be removed to avoid confusion or, better, RSS for Saved should be added (on par with Reddit in that way).
Did you ever file it as an issue? I can’t seem to find a reference to it on the GitHub page.
I am a user, not someone running an instance of Lemmy so I don’t feel I can file and support it at the level that would be expected.