Articles module have custom RSS feeds but when I click on RSS icon, it displays feeds from search index rather then from ArticleRSS.aspx.

If you enable the module's syndication feature under the Advanced settings, then, yes that will be enabling DNN's syndication implementation. The articles RSS feed is added properly to the pages headers tag so that the browser should recognize it so users should be able to click on the RSS icon that's displayed by the Browser (in the location box in Firefox and in the IE Menu in IE).

We will add the ability to display the RSS icon that brings up the Articles specific feed in the next release.