I don't think it was dust - but probably charred beyond recognition, or even just absorbed/devoured by the DK as part of the whole revival shenanigan.
There's never any mention of anyone wanting to go back for the body at all - I mean, not that that really signifies anything, because in most cases they don't mention that except for some notable examples (Uhai, et al). But I honestly never thought there'd be anything left to bury.

Pfff XD