If I were you I would check with CO yourself as I think you have received some incorrect information.
Another thing that a lot of folks overlook is the requirement for a break away system to stop the towed vehicle in the event of a break away. That's pretty hard to accomplish without a supplemental braking system.
However for me personally I couldn't care less whether a state requires a supplemental braking system or break away device or not. I will never tow any vehicle, particularly four down, without one because I couldn't live with the consequences if that vehicle became unattached from my coach, careened out of control and caused any kind of physical injury, or worse, to anyone in its path.
Oh and as far as being legal in your home state has nothing to do with towing laws. You must adhere to any individual state laws you might travel through just as you do for weight restrictions and speed limits.
The only reciprocity you have across state lines is driver's license, vehicle registration and insurance.