And even if he did know that Yoda was alive, he wouldn't have known that Yoda trained Luke. He only ever saw Luke and Obi-Wan in the same traveling party together. I don't necessarily see this as a fault on the PT's part, but I always imagined it that Anakin and Yoda didn't have much of a relationship, as in they weren't really involved with each other all that much at all, but Yoda was moved to the forefront of all Jedi business in the PT, so, whatever...