Ever see the TV show where someone is driving with no brakes... usually it comes to a bad end
US-Gear says that having a braking system on the towed can drop your stopping distance as much as 30% (or not having it can add as much as 30%, note those are not the same and I'm not sure which)
Even if it is only 10% Consider this
20 MPH all wheels locked you skid 22 feet... That would add 2.2 feet
40 MPH it's 88 feet,,
60 MPH it is 191 feet
How many times on the freeway have you stopped 50 feet short of disaster?
Brakes on the dolly only will not be as effective as all wheel braking,,,,but do not put a brake system on the car riding the dolly as that too will be a disaster..(And normally you put the heavy end on the dolly so the difference is not all that great)
Home is where I park it!