Hi – thanks for contacting us and for considering Events Calendar PRO 🙂
The shortest answer I can give you at this time, unfortunately, is that this is not possible “out of the box”. A slightly longer answer is that you could certainly do this if you have some programming know-how and can either convert the RSS data into CSV – then import through our CSV importer – or else write a custom script to import directly from RSS without that interim step.
To answer your second question, I don’t believe any work is currently scheduled to directly support importing from RSS – but you are definitely welcome to either post this on UserVoice or add your support to any suitable existing request.
I hope that answers your question but please don’t hesitate to let me know if we can assist with anything else 🙂