If your's is the original shower head that came with your camper, then "yes", that is just the way it is. You can always replace the shower head, even those on the end of a hose with any household conventional shower head or shower hose with head. The pipe threading is 1/2 inch, same as any household shower head or hand held shower wand.
You could even attach one of these and then you'd never have to worry about cold first, then warm....