It's not that trivial to do as an end-user. If I listen to a podcast on Spotify which I'd like to share with you (who doesn't use Spotify), I would have to Google that podcast and try to find a RSS-Link for it, which becomes more and more difficult as most pages now link directly to Spotify or Apple and provide no RSS-url.
Ideal would be an URI like podcast:// which apps could simply register for on OS-level, but I frankly don't know which entity would actually want to drive such a standardization.
No, that would be far from ideal, for the same reason that the feed[1] URI scheme was flawed (cooked up by very confused people) from the beginning. And among other things, a podcast:// URI would now mean I can't open the thing in my browser unless my browser vendor adds support and I download the new version.
The file is served over HTTP(S). Just use the http or https URI. Podcast players need to do their part[2] in dealing with them.
Ideal would be an URI like podcast:// which apps could simply register for on OS-level, but I frankly don't know which entity would actually want to drive such a standardization.