I've been to three campgrounds in the last few years where water pressure required a regulator. The first time it happened, I put the regulator on the side of the trailer when we hooked up, and about 20 minutes later looked out the window to see the hose spewing water from a substantial leak. Yup, the pressure had split the brass fitting. The second time, we were warned at the office checking in that one was necessary, as the city for some crazy reason insisted on delivering water at 150 psi. The third time, the campground was clearly on a well, and the CG being on the side of a mountain, with our site at the very bottom, checked the pressure before hooking the trailer up, and sure enough, just the hose, with no nozzle, shot a stream of water a good 50-60 feet when I cracked open the hose bib. The regulator went on, then the hose and trailer and we had no further problems.
I agree, a high quality, adjustable regulator is essential. Sorry to hear about the damage to your rig. Now we all know: if the water pressure regulator doesn't let water through, it is a sign you really need that regulator!