First, you have the wrong CU if they won't loan on it, or you're not a good enough customer. Unless you're looking for 20grand for a cousin eddy model.
I can see used RV loans being very risky, if nothing else than by the clientele and lack of care or understanding that ALOT of RVs experience.
With RV's being, generally, simply constructed "boxes" with many holes in them, the risk of someone who defaults, also possessing a, now, junk "box" from abuse or neglect, is also likely much greater than a home or auto.