Actually, they are designed to flow a small amount of water when "shut-off". This prevents getting a shot of freezing or scalding water when turned back "on".
In most RV water systems, the slight pressure differences in the hot and cold water lines will allow the hot or cold water be pushed backward in the wrong line if the shower head is shut off completely.
If this "leak" really bothers you, go to Lowe's or Home Depot and buy a shower cut-off valve to install on the faucet to shower hose or shower hose to shower head.
Rick & Debbie; Brandy, Dexter R.I.P., & Fritz R.I.P. (The Doxie "Kids")
2015 Jayco Pinnacle 36RSQS 5'er
2011 Rockwood Windjammer 3001W (Traded)
2013 Chevy Silverado 3500HD LTZ, 6.6L Diesel Dually; B&W Goose Neck and Companion 5'er hitch