okay, I thought you meant Anakin had his own vision with a force ghost before and therefore could also vanish - meaning he "learned" that power sometime (offscreen) ...
maybe if this was the hinted "Sith" power Palpatine/Sidious was talking about - to stop people from dying (well, not really, but a Sith doesn't always tell the truth or maybe they misunderstood this force gift?)
Anakin just vanishing and turning up for the victory party, only for a short moment, is strange - better explain the why and what in the PT
so in the OT we see it and in the PT we get a little more insight on the how, but not too much, as people don't like "midis" in their blood ;-)