Can this be possible?

They don't. It's only possible if you're comparing entirely different serving sizes for each.

You can't add a layer of batter around a piece of food and not increase the calories.

Which would mean there is less sausage in the battered ones.

No, because you’re not comparing equivalent portion sizes of meat.

It is very much impossible to deep fry a sausage in batter without the calories increasing.

It wouldn't strike me as odd.

Sausages are massively high in fat. Probably not far off the calories for batter, gram for gram. 50g of sausage, wrapped in 50g of batter, is probably roughly the same calories as 100g of sausage.

That said, the 100g of sausage would probably give you more protein, keeping you fuller for longer, and is therefore the better choice.