I had this problem too but I was able to solve it.
When I first opened the new Photos app on Yosemite, I did not convert my previous Aperture library. I started with a new empty one.
In Photos Preferences -> iCloud, I checked to box to use the iCloud Photo Library and selected "Download Originals to this Mac."
After a short wait, Photos began to download everything I had in iCloud.com Photos, which at this point was only empty albums and folders.
When downloading had completed and my Mac and iCloud.com were synced up, I deleted the empty albums and folders on my Mac.
Shortly after that, they were all gone from iCloud.com.