In Rogue One, Chirrut said there are no more Jedi. Only Bail Organa, Leia and Mon Mothma know different. During the beginning of ANH, the bad guys dont know that Obi-Wan exists and never find out Yoda does. So when Tarkin says to Darth Vader that he is the last of a dying relgion, he just doesnt know that what he's saying isnt true. And, obviously, the emperor wasnt a Jedi.