My beef with Shaw is that when we see him, he's quite disfigured. He doesn't look like the ghost Shaw. OT watchers would, understandably, be confused if they saw a younger guy when they know Vader was older, but, if Anakin's ghost is moved to the funeral pyre, it would be much more obvious that the ghost is supposed to be Anakin.

Additionally, whenever Anakin (the jedi) is spoken of in the OT, it is, of course, implied that they are talking about someone younger than Vader. If you get my meaning here, Luke/the audience knew that Anakin became Vader when he was younger. They don't know exactly when, but if they saw Hayden, it would be easy to assume that that was Anakin before he turned to the dark side.