Frankly that kind of storytelling isn't very satisfying but thanks to LOST non linear storytelling is all the rage it would seem these days.
That's a very good point, and definitely a slight annoyance with LOST, though it's a bit less noticeable when you're watching several eps at a time on DVD. To be honest, I don't have a problem with non-linear storytelling, as long as it's done in moderation; I've even used it myself in the novel I'm writing. As long as the future storyline from this ep pays off before the final curtain closes on Fringe, I'll be all right with it. But I also agree that it seems awfully late in the game to start with this type of jumping ahead, especially if this is in fact, to be the real future of this new timeline.
Minor note: I see from the listing in the new TV Guide that the final is going to be a two-parter (4x21 being Part 1, on May 4).