He mentioned during that scene that "Now the Jedi are all but extinct." So, they're still around, but he says himself that he's no longer one of them.
I realize this is fanboy minutia, but it seems to me as though Obi-Wan is living as a Jedi throughout the movie. When Obi-Wan dies, he disappears, which reinforces what he told Darth Vader moments before.
What gives?