Reply via email (mailto link) in RSS feed at the end of each post

This should most likely be enough:

function add_content_to_all_feeds( $content ) {
      $after="...";
      return $content . $after;
}
add_filter( 'the_content_feed', 'add_content_to_all_feeds' );

without the is_feed() check.

I am wondering what are those question mark and percent signs in
?subject=Reply%20to:%20“Bookiversary.” ?

This is so called URL encoding where %20 means space.

Also can adding ‘reply by email’ option to feeds cause lots of email
spam?

It might, but some bots don’t even need to scan your site for emails, to spam you.

They can just guess the most likely emails from your domain name, e.g.

[email protected], 
[email protected], 
...

and try to spam directly.

Probably also guess it from the public usernames.

You could also link to your spam protected contact form instead.

Consider using an email account, with a good spam protection, regardless.