EyeShotFirst brings up a great point, which I actually thought about when I thought of the idea.

Viewers will be asking themselves: "Why is the Emperor laughing?! Is it because he's literally insane, or is it because he knows he can return at any hour... or minute?"

It would make worlds of difference in making the Emperor even more menacing. The answer won't be beat over the heads of fans, and the questions themselves will give the impression that the story isn't truly "over." The story in ROTJ unlike before won't be wrapped up with a nice little bow.

And then, of course, fans will write an assload of fanfictions and whatnot to explain what happens later, but as it stands, it will all just be theory. Adywan would probably be the "Lucas" and give his canon thoughts on it. :)