Thank you for your quick reply. 
I have also tried another feed without strange markup.
Here is example from another feed:
https://grapee.jp/category/animal/feed
“Embed Truncate” Disable:
The broken image is a known problem caused by the <p> tag. It can be fix manually following the instruction from this post .
But the main problem is, it only show a very short description from the RSS feed, not the whole content from the web page.
“Embed Truncate” Enable:
It doesn’t show any content, other than the original source link.
“Show Full Post” Button Pressed:
It display the correct content from web page following the whitelist rule.
Do you think it is possible to show the full post content by default, without pressing the “Show Full Post” Button? 
Or do you think it is possible to let Discourse scrapes the page content from the web page that is associated with the feed item all the time?