WTF I'VE BEEN LOOKING FOR THIS SETTING TO ENABLE FOR A WHOLE YEAR AND I FINALLY FOUND IT.

"Podcasts not syncing iOS and podcasts app macOS"

I had every fucking setting enabled to sync in my iPhone settings and in Podcasts Mac app settings. Everywhere says sync. But there is not any indication for desktop settings that you are not logged in to your iCloud account. It doesn't inherit the system iCloud settings!

@AppleSupport if you can add a notice to this settings screen that says: "You are not logged in to iCloud with this application", it would be so much more helpful!

Even better, add a Login button here!

If you find this thread in the future and Apple still hasn't fix this, please retweet/reply!