Hello Robert,
No its not a daft question, and I can fully understand your concerns.
As you are new to caravanning you may not be fully aware of the way the caravan braking system works. The system is called 'overrun braking' and it relies on the fact that when the car and caravan are both moving forwards, if the car brakes, the caravan effectively tries to run into the back and push the car. The hitch coupling begins to compress and in turn pushes the handbrake lever up which begins to apply the caravan brakes.
This system is quite old, but it does provide a fairly reliable low cost method of applying the caravan brakes. The same thing will happen when you try to reverse the caravan using the car. The caravan brakes will begin to apply, and if this was allowed to continue obviously the car would have great difficulty in reversing the caravan. Way back and up until the 1970's when you needed to reverse a caravan someone had to jump out of the car and flip a lever on the caravan hitch which prevented the coupling from pushing the handbrake lever.
In more recent times and this applies to your caravan, the clever chassis manufacturers have developed cam levers in the brake drums that detect when the caravan is moving backwards, and the cams move and prevent the brakes from acting on the drums when the hitch is compressed.
So what you have experienced is normal and expected. I hope that the caravan handbook would have an explanation of this for you. It is always a sensible thing to have chocks ready for the main wheels of the caravan whenever it is being uncoupled, and most especially on a slope.