suspicious activity, caravans on the move

Strange one this, not sure on what section to put it in, or indeed the responce I'm gonna get.

A little story, earlier today, around 11am, M6 North just south of Brum. My o/h was on her way back, minding her own business when a tatty scrap metal collecting transit sized pickup with two males in came past her doing what she describes and a noticable speed (more than 60) pulling a very smart caravan which was displaying a "58" registration, she didnt get the reg of the van at this point as that wasnt strange. What was strange was as it pulled back into lane one there was a "61" registered Merc sticking literally FEET from the rear of the caravan, also containing two males. Every move the caravan made, the Merc followed keeping feet from the caravan. 

I hate jumping to conclusions but with the mother in law having two caravans stolen, we've heard lots about how they "work" from the police, insurance companies and on one occasion scaring them off first hand!

Does this seem suspicious to anyone else? Are we just paranoid?