Out-of-universe, it's because the death of Padme hadn't been planned out when the original scenes were filmed - IIRC the original plan was that Luke & Leia's mom had run off to seek shelter with one of her friends, namely Bail Organa of Alderaan (which also explained how Leia could have memories of their mother).
In-universe, we can say that Vader sensed no deception on the part of The Emperor, and therefore assumed he was telling the truth about Padme's death. The death of the child (Vader knew she had been pregnant, just not with twins), on the other hand, was never mentioned. Most likely, Vader just assumed the unborn child was dead as well. Later, upon learning the identity of the pilot who blew up the Death Star, he put two and two together and assumed that Obi-Wan - who was last seen leaving with Padme while Anakin burned on Mustafar - was able to save the child, but not Padme.