Should there be any moisture around a shower valve?
There should not be, if you have exactly as depicted in the picture. The Silver Ring just needs to be tightened a little more or it may have a speck of debris disturbing its seal. Don't worry though and leave it alone, if it doesn't tighten easily and not dripping to screw with tile installation. That gray plastic in the center is just the Test Cap that has a gasket behind it and will be permanently removed once he installs the valve's cartridge and shower handle.