Some of the app Settings can be customized for each podcast you subscribed to, like auto download, auto deletion, ...
In order to do so, long press on a podcast and select 'Custom Settings'.
You will then be able to override the app global settings. You can do so for download, player, playlist and automatic cleanup related settings.
If you want to go back to the default global settings you just have to disable the overridden settings.
Here are the main setting which can be overridden per podcast