The PubMed Reader solution lets you make whatever tweaks necessary to the search that generates the feed in one quick step.

It isn’t ideal, but it addresses a functionality issue with PubMed RSS feeds.

Another, as Ratcatcher points out, is that feeds aren’t cached by PubMed, so whenever there are new items, they over-write the previous items. This isn’t a problem when you’re using an aggregator, but it is a real problem if you’re trying to display PubMed RSS feed items on a Web page.