Crossfire doesn't just split the load - under the best circumstances, it gives an 80% boost over a single card.
That being said, it's rare to get said circumstances. There are a LOT of games out there, and almost all programs, that don't support crossfire. That means that in about half the games you play, you'll be running with only one card working, because the game (driver for the game) doesn't know how to make the second one do anything.
This is likely your problem with FurMark; I don't know if it supports crossfire or not, but that'd be the first place to start looking.
ignore furmark, just test in games. crossfire is crap anyway, particularly with low end cards like 5770, it gives you better average fps, but fps often dips lower than with a single card. Its best left for the highest end cards. I wasted my time with crossfire 6850's for a month before i sold them and replaced them with a single card.
I can agree with the responses above about lower end cards. I have 3x 6950's and reviews show that crossfire does work well in many games that support it. BUT if I had the option to go 3x 6950s now or a single higher end card, Id definitely go the single higher end card.
I have always had better performance and less power draw and heat dissipation with a single card vs a multiple card setup.
I only use my current setup due to the look of the system being complete but eventually when a single card can beat my 3 cards 30-50% I will go with a single card later on.
If your budget permits go with a single higher end card.