Crossfire can be run over PCIe v3. Yes they are physically connected on the same "bus", but it is not particularly added in on top of what already have done to insert both GPUs. The dual Fury board just has a PLX PCIe switch at the bottom. Have only seen some casual pictures, but I don't think there is a another whole set of traces between the packages.
Yes, the more recent implementation doesn't use the physical link anymore. And in the case of dual gpu card, that point is moot anyway since both processor are on the same pcb.