What materials are the hose fittings and what material is the nozzle? My guess is that one is aluminum and the other is brass. From the sounds of it, it sounds like you've got some galvanic corrosion that has formed from the dissimilar metals being left attached together. Water running through them just expedites the corrosion process. This is very common with hoses that have brass fittings and nozzles that are made of aluminum. One way you can help ensure you'll be able to get them apart in the future is to add a few wraps of teflon tape to the male fittings before using them. This will help keep the corrosion from forming within the threads and also help ensure a watertight connection.
Not much that a penetrating oil can do at this point. You're going to have to use brute force to get them apart unless you can find something that will break down the bond created by the corrosion. You might want to try heating and cooling the connection a few times. The expansion from the heat and contraction from the cold could be enough to break the corrosion loose.