I'm not an expert, but I would guess it's because most servers don't have the "atom+xml" mime-type registered. I don't know how other blog software would solve that at the script level. You don't need to worry, atom feeds will still work.

I'm also experiencing this problem with atom feeds in both IE and Firefox, which makes sense if it is indeed a server-side issue as Dyslexic suggests but I don't recall having this problem until recently.

Ah well, given multiple syndication options and the fact that most visitors probably know that they should right-click and "copy link location" on the feed, it's more of an anomaly than a problem.