I believe that most states require safety chains from the Dolly to the car frame. I have a KarKaddy Dolly and it has safety chains on it.
You might never get a ticket for not having the chains as most LEO would not notice it unless doing an inspection.
If you were involved in a wreck this might come up and be a problem.??
If I were you I would want to have the safety chains on the Dolly.