I always believed that he disappeared before Vaders sabre made contact, therefore robbing Vader of the satisfaction in killing his former master. I remember once hearing something about ancient Tibetan monks (or possibly Shogun) having the ability to will themselves into cardiac arrest just before their enemy's delivered the fatal blow.
In ROTJ just after Yoda's death, obi-wan tells Luke that Yoda will always be with him, perhaps because Luke was the last of the Jedi, Obi wan and Yoda were able to join their spirits, knowledge and powers to Luke, whereas the other Jedi Qui-gonn and Vader , not to mention all the jedi killed in the battle of Geonosis simply died without the benefit of foresight. given Vader's dark past the last thing he would want to do would be to risk passing any of those traits on to Luke.