Although it sounds strange that a car/caravan outfit can stop quicker than the same car solo, it can be relatively easily explained. When the brakes on the caravan act, the caravan will try to pitch forward, applying more noseload to the towball. The resulting downward force on the towbar will, in turn, increase the rear axle load on the car, providing more available braking performance at its rear wheels. However, this effect only holds true for cars fitted with ABS because they have a variable distribution of braking forces between front and rear wheels. Without ABS, the front wheels are doing most of the braking and an increase in rear axle load is not going to help.
Of course, the whole thing only works if the caravan has very good brakes, too. Nevertheless, even under less than ideal conditions, the braking distance when towing (with ABS) is not likely to exceed the solo result by more than 10% (all other conditions being equal). That braking is worse in the wet, stands to reason, and that applies regardless whether solo or towing.