they leave it at Two Sith only because of how treacherous they are...think about it, there's a master and an apprentice, and the only way the apprentice becomes a master is by turning on and killing his master...it had always been that way since, who was it, Darth Bane (who created that rule)? There's was too much Sith infighting and it got to the pint where Bane (?) said fuck all this shit, it's just gonna be me and one other dude...Maul, Dooku and Sidious would never be able to co-exist...
He couldn't have Palpatine arriving and THEN Obi-Wan leaving because it would kill the notion that he thought all the Jedi had been wiped out...he would have hunted down Obi-Wan tirelessly and we never would have had the original trilogy...my guess is Obi-Wan assumed Anakin was finished and didn't want to watch his old friend slowly die...
what WOULD have been cool is if they would have found a way to work in the line: "That name no longer holds any meaning for me" as a response to Obi-Wan still calling him Anakin after his turn...