I have had this discussion with a friend and what I said then, and I say it now is that the dress at Madame Tussauds - I'm 99% sure that it was a replica and not her actual dress. I'm pretty sure they make replicas of the stars clothes and do not use the real deal. I mean 1000's (probably) of people everyday go to Madame Tussauds and take pictures and put their hands on the poor figures (& clothes). Imagine someone ripping a original dress, Amy's, Angelina Jolie's, Lady Gaga's or whatever!
I am not a 100% on this one but it sounds logic to me. =)
Also, they do change clothes on the wax figures from time to time.
maybe we could find the answer if we knew which came first - Amy's funeral, or the removal of the yellow dress from her waxwork