The key difference is that Anakin clearly misses Ahsoka, while Sidious just doesn't give a hoot about anyone except himself. Ahsoka willingly left the Jedi and her master Anakin Skywalker, but Maul was replaced with Count Dooku when Sidious thought he was dead. The title could also refer to Ahsoka and Maul, since both are apprentices who never completed their training. I've always thought of Maul's master, Darth Sidious, as the titular Phantom Menace, but perhaps it referred to the Sith as a pair? It alludes to prequel trilogy opener The Phantom Menace, where Maul made his debut and seemingly met his end at Obi-Wan's hands. In addition to sounding awesome, the episode's title has multiple meanings.
