All RSS items in the watchlist and other MediaWiki feeds have the same URL. For example, my watchlist on enwikipedia starts with:
<channel> <title>Wikipedia - Watchlist [en]</title> <link>https://en.wikipedia.org/wiki/Special:Watchlist</link> <description>Watchlist</description> <language>en</language> <generator>MediaWiki 1.43.0-wmf.22</generator> <lastBuildDate>Fri, 13 Sep 2024 00:49:28 GMT</lastBuildDate> <item> <title>Wikipedia:Village pump (technical)</title> <link>https://en.wikipedia.org/wiki/Special:Watchlist</link> <guid isPermaLink="false">https://en.wikipedia.org/w/index.php?title=Wikipedia:Village_pump_(technical)&diff=1245437892</guid> <description>/* New pages highlight color changed */ new section (Maile66)</description> <pubDate>Fri, 13 Sep 2024 00:25:20 GMT</pubDate> <dc:creator>Maile66</dc:creator> </item> <item> <title>Wikipedia:Village pump (technical)</title> <link>https://en.wikipedia.org/wiki/Special:Watchlist</link> <guid isPermaLink="false">https://en.wikipedia.org/w/index.php?title=Wikipedia:Village_pump_(technical)&diff=1245435874</guid> <description>/* IP editor(s) cannot edit talk pages */ Reply (Swan2024)</description> <pubDate>Fri, 13 Sep 2024 00:11:23 GMT</pubDate> <dc:creator>Swan2024</dc:creator> </item>
The <link>https://en.wikipedia.org/wiki/Special:Watchlist</link> should have the URL of the Village pump rather than the Watchlist (the latter is correctly the feed's <link> value).
Atom feeds do not have this bug.