The ability to return as a Force Ghost, especially one capable of maintaining a form and actively helping younger Jedi as a mentor is one that was only (re?)discovered by the Jedi extremely recently and put into practice by its last two remaining devotees, Masters Obi-Wan and Yoda.
YODA: An old friend has learned the path to immortality.
YODA: One who has returned from the netherworld of the Force to train
me . . . your old Master, Qui-Gon Jinn.
OBI-WAN: Qui-Gon? But, how could he accomplish this?
YODA: The secret of the Ancient Order of the Whills, he studied. How
to commune with him. I will teach you.
OBI-WAN: I will be able to talk with him?
YODA: How to join the Force, he will train you. Your consciousness you
will retain, when one with the Force. Even your physical self,
Star Wars: Revenge of the Sith
As such, Vader knows with certainty that Obi-Wan is dead and hence can no longer help Luke by providing him with ongoing training. Obviously we know otherwise, but that's because we're the audience.