After digging through the SMF code, adding Mark As Read support just isn't feasable, at least not at this point in SMF time.
Think about it this way...
Let's say you have 10000 members and 10 different feeds, and when the scheduled tasks run, you end up importing 50 items, creating 50 new topics... that is an extra 500,000 rows that would need to be added to the log_topics table, 1 row per item per member.
Likewise, if I enabled 'by board' mark as read, if you have 10000 members, that's at least 10000 rows that would need to be updated, or created, assuming all feeds post to the same board. If each feed posts in a different board, with 10 feeds you'll be updating or creating 100,000 rows in the table.
As you can see, it's just not feasable to do, and I don't think you'll be able to find any mod that can do it.
A suggestion to try would be the ignore board feature. Allow your members to Ignore Boards, then have your feeds post to boards that your members can ignore, then the new topics and posts won't show up in their Unread Topics list.
As a side note, I've decided to switch from MagPie RSS to SimplePie RSS for the API. Much more solid, and much more recent (1 month since last version, vs 2+ years with MagPie). There will be no difference to anyone using the mod.