If that is not tight it will leak like that. If your shower head is leaking, don't panic Remove your shower head your first step is to remove the leaking shower head so you can correctly assess the situation
Kohler Shower Head Leaking at Swivel [Solved]
Sometimes problems happen because of grit or sediment lodged in the shower head or a buildup of scale or mineral deposits
Remove the shower head at the swivel ball and clean.