There are local readers, that fetch the feed directly from your device, but many use backend servers for the feed fetching. There are a handful of possible reasons:
- Cross-device syncronization.
- Save battery by checking on the server and only waking the device with a push notification when there are actually new items.
- Obey platform background activity restrictions (especially on iOS)
- Privacy by hiding your IP from the feed operators.
- Avoid missing items on busy feeds when your client goes offline by checking constantly from the server.