Try to add the following code in functions.php of your theme and it should do the job.
function dcg_tidy_rss_categories( $the_list ) {
$categories = get_the_category();
$tags = get_the_tags();
if ( ! empty( $categories ) ) {
foreach ($categories as $category) {
// remove the following line if you don't want Categories to appear
$the_list = str_replace("<category><![CDATA[{$category->name}]]></category>", "$category->name, ", $the_list);
}
}
if ( ! empty( $tags ) ) {
foreach ($tags as $tag) {
// remove the following line if you don't want Tags to appear
$the_list = str_replace("<category><![CDATA[{$tag->name}]]></category>", "$tag->name, ", $the_list);
}
}
return "<category><![CDATA[" . preg_replace('/\s+/S', " ", trim( rtrim( $the_list, ", \t\n" ) ) ) . "]]></category>";
}
add_filter( 'the_category_rss', 'dcg_tidy_rss_categories' );