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We rarely bother to gather (tie up) the reefed portion of the sail. It ends up hanging off the boom, not getting in anyone's way. If we double reef, it's usually after a single so the 1st reef's lines are tight, and the reefed portion of the sail is bulkier but doesn't really hang down any further. The reef ties (other than clew and tack) should not be loaded.
It's partly laziness, as shaking out the reef is a much quicker operation if the whole thing isn't laced up. If your sail has a particularly deep reef, or if the hanging sailcloth interferes or might snag on something on deck then it may be necessary to gather it up. For an extremely long, very windy leg I'd be tempted to secure everything simply from a windage point of view.
Mostly, where we sail, reefs are in for relatively short legs, and sometimes go in and out several times on a trip. Not lacing things up makes these transitions easier and faster to do.
What you really don't want to do, if you tie the reef in at the dock beforehand, is tightly tie the reef ties around the boom. When you hoist the sail and it fills you will put too much strain on those points.