What you saw on board the Elissa was entirely normal - and a configuration just as appropriate for the Cutty Sark, if you want to rig your model with furled sails.
In a sailing ship of that vintage the heads of the square sails are attached, not to the yards themselves, but to the jackstays. A jackstay is an iron bar that runs through a series of eyebolts on top of the yard. The robands - the lines that secure the head of the sail - pass through a series of holes in the canvas and are knotted to the jackstay. When the sail is furled, it naturally winds up in a pile on top of the yard. (A ship of the early nineteenth century, or earlier, looks different. In the days before the jackstay, the robands ran around the yard and the bundle of the furled sail wound up on the front of, or under, the yard. But that's another story.)
If you take a look at the yards in the Revell kit, you'll notice a row of little vertical pins molded on top of each of them. The pins represent the jackstay eyebolts. In the very earliest issues of the kit, back in the late fifties and early sixties, the instructions advised the modeler to represent the jackstays themselves with fine piano wire, cut to length and glued to the tips of the pins. That's still a good idea - especially in the days of superglue. (Unfortunately, the molds for the kit are getting old; several of the samples I've seen in recent years have had "jackstay eyebolts" that were either incompletely formed or missing altogether. But they aren't hard to replace.)
When the sails are removed from such a ship, gear such as sheets, clewlines, buntlines, and leechlines often is removed as well. If not, the ends are often simply hitched to the nearest convenient point. In the case of a leechline or buntline, that's usually the jackstay. Another approach is to tie a big knot in the running end of the line and heave the hauling end taut, so the knot gets stuck in the first block (which, in those two cases, is usually lashed to the jackstay). The clewlines and sheets (and, in the case of the courses, the tacks) often are simply shackled to each other when the sails are removed. That's a nice way to do it on a model - though the uninitiated observer is likely to find that arrangement confusing.
One other point you probably noticed when you were looking at the Elissa: the small size of the furled sails. Many beginning modelers make the bundles representing furled sails far too fat. The real thing is usually a little smaller in diameter than the yard; if you stand on a pier aft of the ship, you probably won't be able to see the "bundles" at all.
One big suggestion: if you want to do a good job of rigging a model of the Cutty Sark, get a copy of the plans by George Campbell. I've sung their praises (and posted the link for ordering them) in several other threads here in the Forum. They'll answer just about every question you could possibly have about the ship's rigging - and provide a tremendous amount of good reading as well. At a price of about $20 for the set of three sheets, they're just about the biggest bargain in ship modeling.
Hope that helps a little. Good luck.