Since I began publishing RSS feeds for this site, my server logs are full of referers from various RSS readers. Six of my top ten referers are from RSS readers like NetNewsWire and the brand new Syndirella.
Very few of these are true referers. No one clicked on a link on the NewsGator page to get to my site, yet I have almost 2000 referers from that page in my logs for this month. Checking my logs more closely, it appears that each time an RSS file from my site is loaded by one of these applications, a referer is deposited in the log file. Each time I load a page in Internet Explorer, I don't leave a referer for www.microsoft.com/ie in the log files of the site whose page I loaded, so why should any of the RSS readers be different?
The definition of referer from RFC 2616 on HTTP 1.1 seems relevant to the question. It states that "The Referer[sic] request-header field allows the client to specify, for the server's benefit, the address (URI) of the resource from which the Request-URI was obtained" and that "the Referer field MUST NOT be sent if the Request-URI was obtained from a source that does not have its own URI".