Apple News on iOS and macOS no longer supports adding RSS or ATOM feeds from anywhere. Full-stop, period.
I wish I could remember who it was, but there were some folks who thought I was crazy to use Apple News and an RSS reader since Apple News could aggregate my RSS feeds too. I didn’t use it at the time because I thought it was a bad RSS reader and didn’t do what I wanted. Now I’m happy that I didn’t put my eggs (of feeds) in one basket; a basket that doesn’t have an export option.
Apple News is still my go-to app for general news, and I think it’s really great at that, but for RSS I’m still committed to Reeder, which combines a lovely UI with incredibly fast navigation.