Well, it happens...at least he kills Palpy in the end of it all. Its possible that, like Qui-Gon seems to have done, he simply 'earned' it. Note that only Yoda and Obi-Wan pulled off the disappearing body trick.
I really do wish that more of the Qui-Gon scenes were actually in Sith, though...even if we didn't get to see him, just the conversation he had with Yoda that was cut. Hopefully it'll be in the DVD.
But Anakin's disappearing can really only be explained because he 'earned' it or simply because he's the Chosen One. Same with Leia remembering her mother...her "real mother". The Force. Yes, its kind of a cheap answer...but its the right one and makes the most sense.