Since OP was never an American resident or paid taxes, he or she shouldn’t need to file taxes or be flagged on a system for anything anyway.
Unfortunately the US is one of two countries that requires all citizens, regardless of past or present residence or employment, to pay federal taxes.
Even if you're downloading the file directly from the URL found in the RSS feed, that doesn't mean that ads can't be dynamically injected into the file. A URL like https://download.my.podcast/episode4.mp3 can still be answered by a script that serves a custom version of the podcast with region specific ads.