I think it's because the connection coming off of your RV is already regulated, and in order to hook up the road trip you have to connect the hose to the regulator that comes with the grill. You can't double-regulate.
If it's a fixed-mounted tank then you can get an Extend-a-Stay. It not only allows you to hook up a propane tank to your rig in the event the fixed tank goes empty, it also has an unregulated port for things like your road trip grill (you have to buy the hose separately). This is how I use my Road Trip grill with my motorhome. It works great.
If it's not a fixed tank then you'd theoretically need something in between the RV's connection and the tank that will give you an unregulated feed. I've never done that and I don't know if such a thing exists. Smarter people than I will chime in I'm sure.
1984 Allegro M-31 (Dead Metal)