Joi Ito recently added a link to a CSS style information to the content in his RSS feed. This broke a number of news aggregators because his stylesheet clashed with whatever styles were being used by various client aggregators. As Sam Ruby points out RSS Bandit strips out such tags completely so we don't have this problem.
We started stripping certain [X]HTML tags for security reasons after I read Mark Pilgrim's article on "How To Consume RSS Safely". Since then I've recanted on striping certain tags now that we use the browser's security settings to decide whether to load ActiveX controls, execute Javascript or even load external images. However I still plan to strip style tags because RSS Bandit's XSLT themes would render quite hideously if we loaded CSS stylesheets defined in the feed in combination with them. Just imagine what would happen if I combined the style definitions in random feeds with RSS Bandit's Outlook 2003 theme, Halloween theme, or Unwise Terminal theme. Ugh.