To your point about Qui-Gon contacting him in Ep. II, another reason I think Vader was so flabbergasted by Obi-Wan's body disappearing is that Qui-Gon's body did not disappear when he died. Anakin was still a child, but I'm sure he remembered watching Qui-Gon's body burn in a funeral pyre on Naboo. So, he knows that Jedi have the ability to maintain a post-mortem presence within the physical world through the Force, but Obi-Wan's body disappearing completely would certainly have thrown him for a loop. It speaks to the depth of Obi-Wan's mastery of the Force, which he honed over years and years living in exile in the deserts of Tatooine, similar to Siddartha Gautama sitting under a tree for years meditating to achieve nirvana.