I didn’t know that this was some sort of standard and I use that menu bar almost every day. (It’s the Data Explorer menu bar in my mind.)
Looking again, I see that the RSS Polling Plugin is there and I configured that at some point. My guess is that I was helped by the excellent documentation.
Given this is a sort of a standard, would it not be helpful to have a link to the advanced settings next to the site settings link? It wasn’t at all hard to find the other settings and it left me thinking I’d found all that existed rather than just half the settings (and none that I needed to get started).