My feed is correctly sorted by the Published date, though the dates
displayed on the feed are actually the Updated dates.  I would like to
suggest that you instead use the Published dates on the feed.

And if you really need to show Updated dates, show both Published date
(as the larger, predominate date) and then Updated date as a smaller,
parenthetical date with such as "(last updated on <Updated>)".

I know that a number of people would like to see this changed or at
least presented as an option.

Thanks