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?
The only thing we know for sure that Esau can do is take on the forms of the dead. My hunch is that all of the time travel stuff and all of the off-island stuff were things only Jacob can do. At the beginning of the episode Esau chides Jacob for bringing people to the island when it always ends badly. This sets Esau up as a xenophobic/isolationist force on the island, and Jacob as a force that brings people to the island. We then see this play out over the course of the episode; Jacob time travels to important points in the Lostaways life, to make sure that they come to the island. Why? "it only has to end once" He's trying to accomplish something by bringing these people here.