On Apple Podcasts, the best practice is to NOT include the season and episode number in podcast episode titles because this is taken care of by the season and episode tags. However, most other podcast apps don't automatically add the season and episode number to the title. In order to cater to the best practices for all apps, it's possible to send two different titles with your Omny RSS feed - one for Apple Podcasts and one for other apps that don't support the episode and season tags.
In your Omny RSS feed there is an <itunes title> tag for each episode which is the one that Apple Podcasts uses. All other apps use the episode <title> tag in your RSS feed.
Here's some example code from an Omny RSS feed to demonstrate.
<title>S2E4: Kylie Minogue Interview</title>
<itunes:title>Kylie Minogue Interview</itunes:title>
<description>The pop starlet joins us in studio! Support my show please! 6280: https://www.patreon.com/tellemstevedave See omnystudio.com/listener for privacy information.</description>
The <title> which is "S2E4: Kylie Minogue Interview" isn't used by Apple Podcasts but is used by most other podcast apps like Spotify, Google Podcasts, and others.
The <itunes:title> which is "Kylie Minogue Interview" is used by Apple Podcasts. Apple Podcasts also uses the <itunes:season> and <itunes:episode> tags to display the season and episode number.
You can configure your <title> format to use the season and episode numbers you've configured under program settings - content:
This setting will also allow you to customise the format that the <title> will be shown.
The end result is that you will have the season and episode number included on your episodes on all podcast platforms.