For multiple reasons - one might be what you said, he wants the suffering to continue later. Another might be that he was disappointed in how weak Kenobi was, and wanted him to go off and get himself together and bring a real challenge.

But I think the most interesting reason could be that Vader is sensing something - that Kenobi was there for a reason, beyond just helping Bail Organa get his daughter back. Not that he senses the presence of Leia as his daughter, but he senses something else in Kenobi in terms of motivation which has him curious enough to let him go to find out more later. I don't know - it was just something in the shot of Vader watching the droid pick up Kenobi...