Also anakin comes back as a ghost but Vader doesn’t disappear when he dies.
It’s not relevant to the films themselves, but the common explanation I’ve heard (and it is the Occam’s Razor explanation in-universe, maybe less outside of it) is that Vader’s disappearance happens off-screen, between when his death scene occurs and when his armour is burned. His body was never cremated, just his armour.
The EU explanation for Qui-Gon was that he didn’t complete his Force Ghost training before he died, meaning he can only either manifest as a voice or in locations where the Force is strong.