I had this crazy theory, that Obi-Wan himself did not fade away when he died too. He slipped through a vent in the Death Star, and his clothes remained. Then, he was trapped naked in a trash compactor, and THEN he really died. It's a little something GL will show us in the ultimate edition.
And since Obi-Wan didn't vanish as well, what is the only Jedi who has faded away when died? Yoda. And why Yoda did it? Because his specie does that when it dies. There you go, there's your explanation, I'm out of here, see you next time...