The 500 entry limit per feed means that for high volume feeds (e.g. The Verge, Gizmodo etc), only about 2-odd weeks worth of feed items are really available. In other words, if a post has been specifically kept as unread for more than 2 weeks for such feeds (for whatever reason), it will be marked as read and "lost". A high volume indicator would tell subscribers to be more cognizant of feed limits in such feeds.

I've also voted up increasing the feed limit. In the meanwhile, this should help a little