The best you can do without subscribing is to preview an episode. To do it you have to do as if you were going to subscribe but before subscribing and when you can see available episodes you can also tap an episode and you will have a button to preview it.
This a feature which is often asked for and I think there is a GitHub issue for it (but didn’t search for it).
In my opinion only way to address it is :
either downloading episode in a local folder but it won’t be linked anymore to the podcast. Besides what happens to downloaded episodes : it means it’s not just standard local folder but one where episodes need to be deleted when completed
or having some kind of temporary subscription which when there is no more episode on queue and no favorites would be automatically unsubscribed
No matter which solution there probably won’t be any developers implementing it soon. :-/