Tow dollies add from 500 to 1500 lbs. to the towed weight. That means that your towed weight totals 4000 or 5000 lbs. 

Using a dolly adds one more "vehicle" to the mix, and in some states tow dollies must be licensed. 

You must stay on top of maintenance and repairs of the tow dolly's tires, wheels, and frame. 

You have to have a plan for what you will do with the dolly once you get to your destination. Plus, it usually takes two people to manuever it somewhere out of the way. 

Because of the added weight, the dolly requires on-board brakes which significantly increases the price and maintenance. 

Two sets of safety cables are required between the coach and the dolly and between the dolly and the vehicle. Tie-down straps frequently fail on dollies. 

It is difficult to back up a dolly. 

Brake, stop, and clearance lights are difficult to connect on a dolly- towed vehicle. 

Perhaps the only benefit to using a dolly is that the vehicle being towed would not require any special modifications.