To make your Feed SEF URL prefix with .rss, .xml or .json, you need to slightly modify your .htaccess file (you can find it at JOOMLA_FOLDER/.htaccess). Here is the instruction to modify it:
Find above line (if you didn't make any change for the file, it is probably the line #68):
RewriteCond %{REQUEST_URI} /component/|(/[^.]*|\.(php|html?|feed|pdf|vcf|raw))$ [NC]
Replace it by:
RewriteCond %{REQUEST_URI} /component/|(/[^.]*|\.(php|html?|feed|rss|atom|json|pdf|vcf|raw))$ [NC]
If you want to add more URL prefix, just follow that format to add more, whatever you want.
For example, for newsml URL prefix, you can add it like this:
RewriteCond %{REQUEST_URI} /component/|(/[^.]*|\.(php|html?|feed|rss|atom|json|newsml|pdf|vcf|raw))$ [NC]