Yeah, it is a common topic.
The question does in fact have to be reversed- it is why DID Yoda's and Obi-Wan's, not why didn't Qui-Gon's (notr any of the many Jedi who died in AOTC). Jedi are not meant to disappear when they die- this is something unique to the plotline of the original films.
It's all down to the ghost trick thing, a new power that is not known in the prequel time, but was first hinted at when we briefly heard Qui-Gopn's voice in ASOTC. Of course, he didn;t disappear, but that is the start of the principle of there being something after death, of which the disappearingn trick later on is an important part of.
"Strike me down and I will become more powerful than you can possibly imagine."
Obi-Wan knows some secret trick that Vader, fully trained as a Jedi, does not.
We will see how this develops in episode III but it seems likely it is something that Yoda and Obi-wan come up with.
Please ignore any mad theories fans may give you about him not disappearing due to being unprepared or not living up to his destiny. The simple answer is that whatever the secret is behind the disappearing trick, it was not known at the time of TPM.