I think Mojang just overlooked this when making the Trader Llama but, yeah, I'll just get to the point. 

Llamas will join a caravan made of Trader Llamas but a Trader Llama will NOT join a caravan made of normal Llamas. They will each join a caravan of their own species without problem.

This means that if you get a bunch of each Llama type and make a caravan by leashing a Trader Llama then as soon as a normal Llama joins the caravan Trader Llamas refuse to continue joining it. This can cut a caravan short of the maximum 10 Llamas per caravan. Or if a normal Llama is leashed then Trader Llamas refuse to join the caravan.

As I said above, I believe this was just a small oversight when Mojang added the Trader Llama and I don't think it would be a difficult bugfix.