It definitely is not a job to do 'on the road'.
I always remove the anode rod after camping season is over, and always use teflon tape on the threads when I reinstall it, so never have a problem. But I suppose for full-timers, it may be a job that seldom gets done. I imagine though, that if teflon tape had been used, it shouldn't have gotten stuck. I also never tighten the heck out of it, actually only snugging it up until it quits leaking.
From years of experience with pipe thread, some are impossible to break apart without getting them red hot with a blowtorch. That is not the best solution around flamable materials, such as camper parts!