The idea of an Imperial Remnant controlling a few sectors has been around in the EU for a while. Weakened, but enough of a concern the Rebellion has to remain vigilant. It seems unlikely that the entire fleet was in orbit around Endor, or that Imperials everywhere just rolled over when hearing the Emperor was dead.

I think Luke would have stuck around long enough until things were stable before dropping out of sight. (Or the need to leave became overwhelming.) Leia might even be the only one who knows where he went.