texasAUtiger,
In regards to leaving the gray tank valve open...
Whether it's good or bad, the jury is still out. The only thing I will mention is that IF you leave your gray tank valve open, then your RV becomes part of the "vent system" for the entire campground sewer system. That is, any odors in their system will now enter your gray tank and gray tank vent system. Whether or not this had ANY connection to the odor problem you observed...I don't know. I just thought I'd mention it.
I've also read stories of people on here who have left their valves open and "sewer flies" or whatever found their way into their waste tanks.
If you are going to leave the valve open, then the conventional wisdom is to create a p-trap with your sewer hose which will retain some water in the trap and prevent odors from entering your waste tanks system.
If and when you do figure it out, please post your solution here.
Good Luck,
~Rick