Why does everyone assume that everytime Jacob appears in the past lives of the losties, that is actually is Jacob? All, half, or none (admittedly) of those could have been Esau masquerading as Jacob. What if Jacob, for example, saved Locke but Esau killed Sayid's wife?
Ok, this is LOST, so anything goes and you might be correct. But in the "normal" way of looking at things, what purpose would it serve for "Esau" to disguise himself as Jacob when appearing to a young Kate, or Sayid?
EDIT TO ADD: Granted they mess with our minds a lot, but sometimes I think we just need to accept some things at face value. Sometime a cigar is just a cigar.