My guess: It could be done but it would complicate the design and add cost. It's easier and cheaper to do it the way it's done presently.
I've seen city buses where the exhaust was run up to roof elevation inside bodywork. In these it was probably simpler because it went up over engine and behind passenger compartment. In an RV the design would have to protect against heat transfer, starting a fire, and roof leaks.
I think it could be done but the added cost would be hard to justify.
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