That is how it works. It is actually the preferred method.
The battery disconnect allows you to keep from discharging the coach batteries in storage, as you don't want any "parasitic" loads draining the battery.
While the radio's keep alive (parasitic) load by itself is usually not a significant factor, there are several other parasitic loads that can drain the battery while the coach is in storage, including the furnace, water heater, and refrigerator circuit boards (all of which are DC), TV antenna amplifier, and so on.
The battery disconnect keeps this from happening. Otherwise, you would have to pull all of the fuses when putting the coach into storage.
Thor used to wire the radio to the engine battery but changed I think in 2013. My 2011 28Z is wired to the engine battery.
In reality, the change is for the better.
When you are driving down the road, the alternator charges both the engine battery and coach battery, so the radio running off the coach battery (or any of the other appliances) is not an issue as the engine's alternator is keeping it charged.
Does your motorhome's engine charge your coach battery?.
(note that Sprinter chassis coaches may not charge the coach battery from the engine, but Ford/Chevy based chassis do. Mercedes for some reason has very strict policies on what the aftermarket can do to their vehicles).
And when you are parked, you can run the radio off the coach battery without worry that you are discharging the engine battery - which is not charged by the charger in the coach.
I suppose though if you ran down the engine battery, you could use the coach battery emergency switch to start the engine, but those are deep cycle batteries and really don't like being used to start an engine frequently.
So you actually have it the better way.