Could be that you are using an old TV set without a coaxial connection? That would have to be a pretty old set. I suspect that what you are asking about is that there is no audio/video cable coming from the Jensen entertainment center to the TV shelf. This seems to be a common oversight in the smaller Jayco trailers.
On the back of the Jensen there is supposed to be a yellow video cable which is the video out put. Its supposed to come out through a grommet where the TV shelf is. There are a lot of posts here where owners of new Jaycos have NO
cables coming out where there TV shelf is. We fortunately do, and all the photos I've seen of the X20E do too. The red/white audio cables are line-in, not line-out, so no sound will be routed through the TV, only video. The Jensen is held in by 4 screws and easily slides out so that you can see the connections on the back side of it.
There is a customer service contact form on Jayco's website. Contact them and complain. They will respond and they may even call you. I got a call back about the crappy table legs they put on removal dinettes now, not that they could help me...