When you put the gear selector in PARK and remove the key,,, You might put it in the OFF positon or you might hit the LOCK, they are saying the lock pin for the steering wheel is very poorly built and may bend under the stresses of towing jaming the lock so you can not drive the car.
Leaving the car in NUTERAL means you can not do this
When I tow my car (4 down) I shut off and remove the key in NEUTRAL (the swich allows that) and then move the lever to park.
I should add, there is some drive shaft movement even when towing on the dolly (As you go from up-hill to down for example the tranny things the car has moved forward, likewise as you pass through the valley and up the next hill the car has backed up only an inch or two but still) They may fear that the parking paul on the tranny is not all that strong either.
However, even if the lock pins and parking paul are first rate, you hammer them enough and something has got to give so this is not condemming FORD engineering (Something I like to do) but simply good advice.
Now: Why don't you dump the dolly, put in an Axel lock from Remco-towing, a good supplemental brake system and tow flat, Much Much easer in my book. For one thing, you don't tie the wheel
