That is an interesting question and one that I have been open to as well. My theory is that Christian actually came back to life where as Locke was the imposter as Season 5 tells us. My logic for such a theory is that: 1) Christian's body has yet to be discovered and 2) The writers felt it necessary to bring in the story-line of someone (Locke) coming back from the dead, though we find out later that Locke is not really Locke, but perhaps it is a foreshadowing of what we will discover of Christian. and finally (this is probably a weak argument) 3) In the early episodes of Season 5 when Jack is visiting his Grandpa, I kind of got the idea that he had been to the island before or at least had some connection to it.
2nd answer: the theory that christian came back but yet Locke did not doesn't make sense. there is no explanation for why one body exists and another doesn't. the rules and physics never changed i assume, so the real answer is that this man with the question has found a plot hole. i noticed it to, this along with other things leads me to believe that the writers were just making it up and tying things together and they fucked up with this one.
It's not a plot hole. Christian's coffin was tossed from a crashing plane. His shoe is seen hanging from a tree, implying his body got tossed out of the coffin at some point. Where did it go? Who knows. Could have landed in the ocean, could have been eaten by a polar bear. Nobody really looked for it after Jack found the coffin. Locke's coffin was in a plane that landed safely and in one piece. Christian did not come back to life and neither did Locke. Both of them were dead when the Man in Black pretended to be them.
We know that the body got out of the coffin because of the tennis shoe on the tree. But when we find the coffin it's intact and closed. So presumably it opened in mid-air and the body came out, and then it landed closed and intact.
I don't think this represents a plot-hole. You're assuming there is some rule where the characters have to discover the body of the dead person the MIB is impersonating. Why?
The discovered John Locke's body because it didn't get flung out of it's coffin like Christian's did. Simple.