As far as I'm aware, ships don't tow one another.....certainly not in GWX.
What you have probably witnessed is two merchants sailing so close together that they have gone into 'anti collision' mode.
The next time you come across a convoy (preferably in daylight conditions) fire at the lead merchant in a column.
Now sit back and watch the actions of the merchants line astern if the one you have torpedoed doesn't sink, but just slows down.
If your lucky and the column is approaching a waypoint that entails a change of direction, your in for a real show.
Limitations imposed by the game engine I'm afraid.
