The ones I've seen not working so far has the web servers returning an HTTP "406 - Not Acceptable" when the web browser requests the XML feed. This is going to be some sort of configuration issue on the server-side.
Maybe a mod_security module set in overly aggressive blocking mode.
You could try adding this to your .htaccess file to test if disabling mod_security fixes it:
Code:
SecFilterEngine Off
Either way, it's something specific to the web server that's forcing a 406 error, but only when it's getting the XML feed of new events.