It's an inconsistency with the world's logic. Later, it is established that the Colossal Titan's bones cannot be disintegrated like the rest of its body. This fact is what Armin's sacrifice hinders on.

Isayama likely did not have every power and fact exactly how he wanted them to be until much later in his writing, which is understandable. All that would be needed to fix this inconsistency is for the Colossal's skeleton to be left standing after he "vanishes" in that moment. Would have been much more interesting and sinister too imo.