There could be a number of reasons:
Ad blocker
The error could also be caused by your browser's ad blocker being enabled.
SSL certificate needed
Sometimes this issue is due to the browser blocking the HTTP feed. Some browsers, like Chrome, only allow HTTPS media to play. Our team has been investigating to see if there is a workaround, but since we're a website, we're limited to each browser's capabilities.
To get this fixed up, you can add an SSL certificate to your RSS feed. (We highly encourage this as Google also penalizes non-HTTPS websites and other browsers block people from even going to the webpage.) Google may even send a warning when people go to your webpage that the site is not secure.
The podcast is old
Sometimes older podcast episodes are unplayable because they are no longer in the RSS feed. Podchaser is a directory and a database that retains records of historical podcasts and credits, even if they are no longer playable.