OK, I feel foolish. I was going by the RSS link on the blog page, which apparently uses the RSS summary, and had my script set to do the same. Switched it to content, and all is well.
I’m having this problem too, and setting feeds to full text does not resolve it for me. The links appear and work fine in the actual blog, but not in the feed. Has something changed recently? What script might be doing the filtering here?
Feedforall.com has a php script you can use to read an RSS feed and insert it into a web page. Your page has keywords where you want the feed to appear, and the script does the rest. I use it on several sites to give an otherwise static page dynamic content that the end user can update easily themselves just by posting on the blog.