1) As I see, Thunderbird shows not RSS items, but the pages corresponding to them on this site. It is non-standard RSS-reader behaviour.
2) You may check yourself, whether they share cookies:
a) login on this site with "Remember me" checkbox checked. Your Display Name will appear in the top-right side of the pages.
b) open any Filter Forge RSS-item in Thunderbird. If your Display Name is still shown in the top-right side of that page, it means that they share cookies, otherwise they don't.
Space... it seems to go on and on forever. But then you get to the end and a gorilla starts throwing barrels at you.