The image shows the pin. We initially thought there must have been a clip, or cotter pin, or something that was supposed to keep it from working its way out, but it wasn't apparent what that thing would be. Luckily, we had noticed McGrew's boat sales near the campsite.
https://www.megrewsboats.com/
I want to give them some good publicity for helping us out. They looked at the pin and said it probably should have been peened. There is a concave surface on the end of the pin. Evidently, there was a manufacturing defect at Atwood Mobile Products, the hitch manufacturer, and it was never done. Apparently then, we've been driving thousands of miles with this defect, and the only thing holding the pin in was paint!

McGrew sold us a bolt to replace it, along with a nylock (tighted down after taking the picture)
Seems to be working fine. The defect was missed by the trailer builder, us, and our trusted mechanic back near Albuquerque. We consider ourselves considerably lucky nothing bad happened, particularly while on the interstates!
Tom