If when you fire up your on-board gen it is automatically powering your RV then you have a transfer switch. The transfer switch doesn't know or care if you have the shore cord plugged into a pedestal or a generator; it operates the same.
It's pretty much impossible for a transfer switch to ever fail in a way that would hook both inputs together. I would keep doing as you are. But if you want to be extra ultra safe then unhook your shore cord from any source before using your on-board generator. I never bothered doing that. I never had any issues.
