About the theory of island being a sort of "purgatory" that's not true, it can't be, and they made it REALLY clear that point in the finale.
Sure thing the flash-sideways are set after their deaths, but Christian made it clear: "There is no time HERE", and he also explains that "everyone have to die (sooner or later)" so, the people who left the island could have lived for a LONG time before they died, but since the island was their strongest experience (not to mention it was "magic"), when they died, they have to go through this "what-if life" to accept the fact that they are dead and move on, we just saw that moment in "real-time" from their perspective.
The island was a real experience, Smokey was the "Christian" Jack saw on the island, the one we saw in the flashbacks was the real one when he was alive, and the one in the flash-sideways was again the real one, just in ghost form.
I think that when Ben said that he has job to do, he was talking about helping Walt on his new job, probably Hurley left his place as the new protector once Walt went in charge, and probably Walt is still alive and will be alive for a long time (if he's really "immortal" like Jacob).
Also Smokey became the smoke monster because he was "special" and because the fake mother has made the rule that Jacob and Smokey can't kill each other, so when Jecob threw him in the light his soul was detached from his body but he kept a sort of "physical" form (and that could be the reason why he needs a dead body to take human form)