Yep, rolling resistance is the big factor in favour of the train.
The big factors for the car-train are much smaller cross sectional area and the fact that it's always exactly as long as it needs to be, unlike the train which needs to run even when it's mostly empty.
Once you have steel wheels, air resistance is the main problem. For trains it largely only depends on the nose of the train, then the length doesn't really matter. Since your "car train" isn't smooth, it'll have much more overall air resistance.
The big factors for the car-train are much smaller cross sectional area and the fact that it's always exactly as long as it needs to be, unlike the train which needs to run even when it's mostly empty.