Some parks we've been to have asked people to disconnect on really cold nights but some have suggested to leave one of the faucets inside drip so that there is a very small trickle of water going through the hose. Gray tank valve, of course, is opened and connected to sewer. We've used the drip method for temperatures to about 17° or 18° F. with no problems at all.
If lower temperatures are predicted, before turning in we'll disconnect the hose at the hydrant and just let it lay on the ground after trying to drain as much water from it as possible. It doesn't have to be completely drained as even if the little water that is left in the hose freezes, it won't split the hose as it isn't under pressure. We'll then use our fresh water tank and pump until we can go outside to hook back up in the morning.
We've never had a split hose. We have seen numerous people around us with split hoses and some who disconnect in the morning laying their hose out in the sun after leaving the water on through the night and the hose freezes up completely where they can't use any water inside. But by either using the drip method or disconnecting completely if temperatures are predicted to get into the mid-teens (or lower), we've never had a problem and have yet to wrap our hoses in heat tape or insulation of any kind.
However, we've never been in an area where it hard freezes for 12-hours or more and in those conditions, it might be a different scenario for us and we might not be as lucky as we've been. On the other hand, we probably wouldn't be staying in an area like that for any length of time either.