Any additional weight carried at high level in a caravan is going to reduce the caravans stability for several reasons.
Firstly it will raise the caravan center of gravity which is inherently bad practice considering the relatively low tech suspension and chassis dynamics.
Secondly it will be unlikely to to allow much fore and aft load adjustment which will limit the users ability to adjust the load to set the necessary nose load.
Thirdly, as has already been suggested some caravan structures may not be strong enough to carry much if any additional roof load.
Fourthly, caravans are significantly taller than most tow vehicles, making access to the box considerably more difficult.
Fithly, caravans are already rather un aerodynamic, meaning the tow vehicle already has to work considerably harder to tow them. The addition of a roof box on top of a caravan would add even more drag to the outfit. It would make less difference if the same roof box were fitted to the tow vehicle, as it would mostly sit in front and within the caravans frontal area adding less drag.
Sixthly, to be able to use the roof box, you would need teh caravan to be hitched.. Where as if it were fitted to the car it could have other more practical usage without needing the caravan.....
Caravan roof box... Not for me thankyou.