Yes, it is suposed to be explained in Ep 3 why some Jedi can return as ghosts and others can't.
The whole Anakin ghost thing....the official explanation is that Anakin 'died' when he turned to the dark side. That is why his ghost is young...it represents his true self before he 'died'. Now, my explanation is that they wanted to insert young Anakin to promote the prequels. I feel this is also why they redid the Emperor's scene in Empire. Basically so they could insert the name Anakin Skywalker. I also feel that they should not be changing the originals to fit the prequels....thats just taking the easy path. If Lucas were any kind of writer, he would form the prequels around the original trilogy.
