I have a site with SSL and with "Require SSL on All Pages?" switched on. The RSS link in the page head uses https, but the feed icon does not, i.e. this mark-up comes out:
<li id="ctl00_mainContent_ctl00_postList_navTop_Feeds_liRSS" class="feedrsslinkitem"><a href="http://mysite.co.uk/Blog/RSS.aspx?p=179~151~-1" id="ctl00_mainContent_ctl00_postList_navTop_Feeds_lnkRSS" class="rsslink" rel="nofollow" title="RSS Feed"><img src="/Data/SiteImages/feed.png" id="ctl00_mainContent_ctl00_postList_navTop_Feeds_imgRSS" alt="RSS" /></a></li>
Similarly the "Add Feed Link" do not use https, e.g.
http://fusion.google.com/add?feedurl=http://mysite.co.uk/Blog/RSS.aspx?p=179~151~-1