Do ALL Rv's do this? If I leave the water pump on..

This indicates a slow loss of pressure.. This can be a dripping faucet, a leak somewhere in the system or the pump check valve letting pressure blead off back into the supply tank. OR: if you have a quick fill valve.. The QF valve may be leaking back to the tank as well.

Inspect for leaks, if you find none, then it's up to you weather you want to fix it or not. Mine is doing that as well just now.