I needed a trailer for my racecar, so aI bought a 20 ft (24 overall) with torqflex axles and 4 wheel brakes.
As I've run out of garage (again, as I collect cars) and I wanted a way to haul the car to the racetrack too, the enclosed was a natural.
When I need to move the tractor, I simply flip down the rops and drive it in. A 5 minute job. Of course I have to remove whatever is stored in there (part of the reason to own an enclosed in the first place is that it's a spare garage!).
As for walking around, any trailer that holds a car will easily hold a tractor. You can get out either side of the tractor and have major room to spare (note my rig below).
I use ratchet straps on the racecar and the same for the tractor. Chains are a monumental PIA and I only use them outside to pull stumps. I'll NEVER again use them to tie down anything, including the tractor.
Exhaust? They all have a side door, so open it first and it's no issue.
Would I buy an enclosed for just a tractor? Not unless you park it in there. But it IS secure and no one can see what you are bringing to the jobsite. Leave off the decals on the outside of the trailer and no one has a clue. In fact, put Joe's Bagels on there and no one will mess with it.
If you are a racecar guy, or have another reason to buy an enclosed trailer (snowmobiles, 4 Wheelers, etc) these trailers work great.
In fact, with the low floor of the bobtail units like mine, plus the huge flip-down door, getting a tractor out of one is very, very easy. It's much easier than the open trailer units as the floor height is much, much lower.
Do note that a decent enclosed is $7500, so you can buy about 3 open trailers for the same price.