I mean, if we're going to nitpick... For podcasts, the RSS file itself is served via HTTP, and it contains HTTP links to audio files, but there is no actual requirement for any HTTP server involved in either to serve up any HTML files for humans.
It might be hard to find and subscribe to a podcast without an HTTP server for humans, but it should be _technically_ possible. For many people, the HTTP server for humans they use is https://podcasts.apple.com, or maybe their podcast client, which hides all of those details away and might as well be interacting with a JSON API via gopher behind the scenes. Except, of course, it almost certainly isn't.
That they don't require separate websites is perhaps what you mean.