You can only change the destination to a folder within the "primary" mailbox in a given profile. If you already have another (Exchange) mailbox added, it will not allow you to choose folders from it. You can change the default account/data file, seems that doesn't affect the RSS functionality.
Creating a new profile with the "correct" order of mailboxes is one way to resolve this. Another would be to use a Power Automate flow that checks the RSS feed(s) for any new items and sends/saves them to a given mailbox.