Not at that resolution. But it's not true at all that you don't see a gain in performance, it's only that the gain is not the best.
For example, I was getting 130FPS with my 2 4850 in crossfire at 1280X1024. With a single one it turns around 70 FPS.
It depends on the games. If you change your monitor to a 1080p monitor, your second card will really makes a difference. For now I would not buy another one.
Still, a 4870 at your resolution is easily able to run Crysis at maximum details without AA... I am right?