I upgraded my 2015 old type outdoor shower to a detachable hose type. With this arrangement, there is a fitting that screws onto a hose, and that fitting goes into the shower valve and releases a check valve. You cannot get water without that fitting.
I bet that is what you have. The only difference is some newer models do not have both hot and cold water.
That fitting should have come with your RV. Mine fit rather tight at first, so maybe yours is not seated completely into the port.
Doug and Patience and Shelby the mutt
2015 Crossroads Sunset Trail Reserve ST26RB
2013 Ford F-150 3.5 EcoBoost XLT Supercab 4x4