Well, not to be disrespectful, but that's not entirely true. You can change this 'feature', however, a developer needs to 'own' and 'manage' the changes with each new DNN version upgrade, or module upgrade. It's not something I'm exactly recommending, but it can be done, and it's something I've been doing since the early days of DNN's release. The method to use varies by release, but I've blogged about it with the new DNNv5.0.0 and Announcements v4.0.1 releases.
The end results were worth my trouble because I get a better implementation of the generated news feed, and that's what's really important to me. My feelings are a lot of folks are seriously troubled by the internal news feed syndication, so much so that it's not being used all that much from what I can tell. In fact, DNN does not provide a newsfeed generated with the default internal syndication method, at least I haven't found one. Most folks who use DNN and provide syndicated content opt to use either the Blog module, which has it's own RSS generator, or a custom module.
What's really sad to me it that it doesn't really have to be implemented this way. Check out my blog on WizzoDawg and comment there, or better yet in the post I entered on the 'Chat About It' forum thread. I'd, also, like to hear about anyone who is using the Announcements module and syndicates the content.
All in all, internal syndication can be improved, it's just a matter of understanding what is really needed in a news feed generator and going about fixing it.
Just my thoughts...