I interpreted the opening dialog on Mustafar between the two as the point Obi resigns himself to destroying Anakin. He arrives on the planet not wanting to do what he knows must be done, and engages in one last effort to persuade his pupil to yield, though it is obviously beyond common sense and hope.
By the end of the duel, he's obviously concluded, and tells Anakin so, that he believes Anakin to be "truly lost", admitting his failure as a master, and resolved enough in his belief to leave his padawan to a smoldering end.
But the duel itself, to me in viewing ROTS, is the turning point in Obi-Wan's resolve that carries into the OT.
This conversation could be interpreted by Vader, aboard the DS2, to be that everyone has held out hope for him far longer than he did for himself. He appears, by ROTJ, to believe that his evil will and blind pursuit of power will reliably take priority over his "light side" qualities, regardless of others. It would make sense that he warns Luke that others have made the same mistake, to their own demise, in trying to confront Vader.
So, I think Obi-Wan, from Vader's perspective, held out too much hope for Anakin. That line still makes sense from his perspective when he makes the statement in Jedi.