Although I've always considered the Janemba movie a take on what if Vegeta defeated Buu right there and then and what would happen afterward. If you watch the movie under that premise it really fits perfectly I think. As that is the only way Vegeta and Goku could both be dead in DBZ story. If Vegeta killed Buu then Goku would have had no reason to come back to life. Hence him still training in other world in the movie and Vegeta never got his body back. They had no reason to give it to him since Buu was dead and Buu surviving the attack was the only reason Vegeta got his body back initially.