Don't have to but it is what most of us do.
For me a couple of reasons.
Can't see heating water over and over and over again all day for nothing but eating up your propane. RV's have small propane tanks and small hot water heaters.....heat and eat propane that's what they do.
And because the tank is small it only takes a few minutes to heat up for a shower. Takes all of 2 minutes out of your life to turn it on before you know you are going to shower!
Second reason is all you have to experience, just ONCE, is the thermostat going out on a HWH while you are away and you won't ever leave the hot water heater on ever again when you are away. When the thermostat goes and heats your water tank AND the side of your MH to over 400 degrees ready to blow and burn? Nope I leave mine off!:W