Qui-Gon did give foreshadowing to his death as did Obi-Wan:
Anakin: "Nobody can kill a Jedi."
Qui-Gon: "I wish that were so."
It's not just that Qui-Gon didn't disappear either, anymore. That issue expanded to every one of the Jedi killed in the arena in Ep II. We've now seen lots of Jedi die onscreen in the prequels with no "vaporization death." Perhaps this is something that Yoda and Obi-Wan will learn how to do in Ep III. Or maybe Yoda knows but hasn't taught it to anybody ... yet.
The novelization of Ep II does go further into this. Yoda heard Qui-Gon's voice when Anakin unleashed his anger on the Sandpeople, as we saw in the movie. Then in his subsequent conversation with Mace Windu, he noted that he heard this, but that nobody had come back from the grave before, and he didn't fully understand how Qui-Gon's spirit could have emerged. I don't know if this was in the original script and scrapped or what. If it was a scrapped idea, was it because of time, or was it because Lucas is going to toy with the idea further.
Also, originally in Ep II, Liam Neeson was supposed to appear, but then didn't, blaming a motorcycle accident. (Given the year-and-a-half of post-production, I somehow doubt they couldn't get him in at some point against a blue screen, though).
Ultimately, I think we need Qui-Gon to show up in Episode III to resolve this. Since he hasn't been listed as a cast member, do we assume Liam Neeson is not returning, or is this the kind of secret that can actually be kept until release day? I wonder if we'll see him after all.