Thank you all for your responses.
I've looked closer at the fuse box and I found two different relay's in the manual.
#9 — Trailer tow battery charger relay. No amp rating
#21 - Trailer tow battery charge relay power. 30 amp
Each of these are missing
I just got a 2013 F150, which replace my 2011 Ford Explorer. I had no issues with the Explorer. I never thought that I'd have to install friggin relays to make the system work correctly...especially being the F150 is design for towing and has the integrated brake controller. A friend of mine sent a forum where F150 owners are mentioning they had to install these relays to fix the same problem I'm having. I guess that'll fix it!
Thank you again to each of you. These forums are great!