Could this create some rules confusion for players: if this goes to the graveyard while morphed, you get the Evidence trigger--but I don't know that this is easily apparent to new players (and I could even be wrong about this.)

Not worried. It’s uncommon, so it’ll come up in limited with less frequency than other common cards with Evidence abilities, giving players more opportunities to get to understand “this card” hitting the graveyard before encountering an Inspector.

I think that'd conventionally be templated as "When this card is put into your graveyard from anywhere", assuming that's what you want. If you only want it from the battlefield it'd be "When ~ dies" and wouldn't trigger if it died when morphed.

­:D