Kayteg1,
Wow, that must a loud furnace if you can hear it with your windows closed! What kind of coach is it? Would it have an Aqua Hot system? Our previous AH system just made a humming noise. I kept it in tip-top condition with very little fumes and it ran smoothly.
Our current system is called an Espar that is similar to the AH. Ours is an 83,000 btu unit and makes a little louder sound but would never bother the neighbors (in my opinion). But, we are using electric like you. It's getting down in the low 40's/ upper 30's here in Vegas.
I think I would mention the noise to your neighbor as they might not be aware there could be a problem.
Good luck,
MM.