- Why do you want to do that?
- Why is it not there out-of-the-box?
- Is it supported?
So, here's my take on why you're doing it for the wrong reasons. Yes, you can modify the rich text settings to allow entering any possible tag, but everytime you do this you are breaking the experience of your content editors for the sake of making your html markup work on your site.
When editors must create content that includes non-standard XHTML tags they will have to edit the html source of their content and add the tags themselves - guess how much of that will work when using Experience Manager? When implementing Tridion (or any other WCM) you may be tempted to take shortcuts to implement faster, and also to avoid having to review the HTML/Web app that you intend to use. But if your content editors are expected to edit their source html to insert "data-rule" attributes in links, you just made their life harder.
What should you do instead?
In my view, non-XHTML attributes required on content should be dealt with in the most user-friendly way. If you need to use <article> or <section> tags in your RTF, why not convert <div class="article"> to <article> at publish time? If you need to insert data attributes to links, then do consider a similar approach replacing other, normal attributes (or, at the very least, consider writing an extension that allows to add those tags without editing the html source).
Every time you ask an editor to edit the source of their html to add attributes you are asking them to dislike the system. Consider this when designing applications, making it hard to edit content has never been one of the goals for a WCM implementation project...