In the hosted webcast they explained that the droneship is on a satellite link and expected to loose connection as soon as the first stage closes in due to vibrations. Edit: someone else here said the exhaust fumes might also disrupt the satellite link.

That's exactly what I thought too. I assumed it went kaboom and they cut the feed. What a nice surprise when they called out a successful landing!

...one day I'm hoping they'll release all the cut footage from the, um, learning experiences of the early Falcon 1 and 9. I'm sure that they've cleaned up the broken frames and there'll be lots of fascinating fireworks.