Well, I see 2 options with this. Either we include the stickies at the top always (like the forum) or we only include them if they should be there based on sort order. The latter is actually a lot harder to be 100% correct on, but we could do the "normal" case reasonably. The former would act exactly like the forum and thus would be totally consistent with the behavior there.
I would be really disappointed if they were based around looking like a forum. The latter wouldn't work in aggregators and the feeds would be full of only stickies. Bear in mind RSS feeds are normally used as news or new item feeds and not forums, therefore I would prefer to see the latter option then they work as most people would expect them too. ie based on sort order.