Sounds to me like it may be a satellite connection. On most RVs, the cable/OTA connections are not conducive to satellite receiver use...has to do with the satellite dish being able to get the feedhorn power back out of the cable (from the receiver) through the in-wall amplifier connections (to the dish). Most people just run a separate cable from the inside to another connection outside (for a "straight wire feed") to hook the satellite dish to the satellite receiver as the simpler, fool proof method. Sounds to me like that is what you might have...is there a corresponding "second" outside connector on the slide exterior? If not, they may have put a "T" type splitter behind the existing exterior connection that bypasses the amplifier plate for satellite use and used that cable to connect to the satellite receiver box.
The antenna lead for the radio uses a standard automotive antenna plug, most at any rate (a very few will use the common "T" style stereo antenna)... It looks like an RCA plug on steroids and wouldn't exit the wall; it would be internal and terminate in the cabinet behind the Jensen.
My 2 cents, your mileage may vary...
2 Cats; J-Lo and Ragamuffin :R
2014 Thor Tuscany 40RX DP
2011 Ram 2500 Longhorn CTD HO
2011 Keystone Cougar 318SAB (now gone)
2008 FunFinder X 210WBS (Sadly gone)