Unfortunately that's disabled on all modern GNOME installs, and there's no UI for re-enabling it. As usual, gconf-editor to the rescue. The key you need to change is /desktop/gnome/interface/can_change_accels. After re-starting Liferea, you can then edit via hovering over the menu item and pressing the combination. Of course, this in itself is buggy: if it clashes with a menu accelerator (as 'r' is), it will perform that action instead.
It's simpler to directly edit the accels file in your Liferea dot dir.