I guess it might be relevant for force users that roleplay their deaths, or their masters' deaths or something...
It appeared that Yoda and Ben chose to move on, where Vader had just had an awakening and was fighting it. I don't know if that has anything to do with it. Not sure if Lucas had it all worked out, or if he just thought it would look cool for guys to vanish. Also, recall that the two who disappeared would reappear as apparitions, and Anakin didn't until they redid Jedi..
"The stars in your eyes are just shattered glass. And those dolls on the shelf become the men in the gutter. Never asked no one for life, but here you are in someone else's world. Sleep, little one sleep. I'll never sleep that way again until I die."