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Download Opera browser with:
45.0.2552.812 (PGO), Windows 10 64-bit.
Can't Find RSS Feed on http://store.steampowered.com/feeds/news.xml
RDF? That's not a feed format. You need RSS or atom.
The feed works fine in Thunderbird and Opera 12/Opera Mail. I'm guessing new Opera just doesn't support feeds in RDF format like this.