No, but that’s a great idea! The reason your regular RSS reader won’t work is, of course, that most comics don’t put their entire archive into their RSS feed – just the last few dozen. Which is reasonable: that’s what RSS is for – subscription notification, not reading lists – but it’s not much help when you want to read an entire thing. Curiously, most podcasts do put their entire archive in their feed and I’ve used that before to “catch up” with an established one.
But it shouldn’t be hard to engineer such a thing. Many webcomics have an “archives” page with links to every comic. A little code, perhaps run via something like RSSey (or one of its easier to use competitors, some of which are linked from its description) should be able to scrape such a page and turn it into an RSS feed. As a bonus, it would only need to run once (after all, the comic is finished!) and then the RSS reader could ingest a static file.
That might give you enough to solve it yourself, or else I’ll try to find time to take a look at some point just out of interest.