My old feed on Bloglines has 9,204 subscribers. My new feed on Bloglines has 1,457 subscribers.
That tells me that people aren’t unsubscribing from old feeds and are just leaving them in place. It also tells me that Bloglines has a lot of “dead users.” (Users who aren’t using the service much, if at all).
Well, it tells me something else, too - the old feed is still there, rather than doing the right thing, and redirecting. Ditto the old blog. Most aggregators will automatically update subscriptions that redirect, but that assumes that there's a redirect to follow.
This is yet another reason why you shouldn't have a blog that is important to you hosted by a service - you have minimal control over that sort of thing.
Update: This won't work. Why? Because the tools used to pick up the feed won't understand the content - they are looking for http level directives. The problem is, asking people to make the change requires a two step (possibly more) process: Unsubscribe from old source, subscribe to new one. All manual. Meaning, lots of people will "mean to get to it", but won't.