I think one of the underlying themes of lost involves the cycle between various struggles with mystery and power. When the plane first crashes on the island the castaways are confrunted with numerous mysteries: noises in the jungle, dissapearing passangers, and the strange nature of their surroundings. During the second season they struggle with the mysterious hatch and the responsibility of the numbers and their power manifested in the hatch computer. During the third season the mysterious "others" begin to be revealed, and the power struggle begins between the crash survivors and their native enemies. During season four we learn that the mysterious others are in fact quite normal, except for their even more mysterious leader Benjamin who seems to hold a special power and connection to the island that no one quite understands. In season five Ben's facade begins to melt away and we learn that he is in fact part of a larger struggle between the island, Charles Widmore, and the mysterious power of Jacob. Finally in this last season we begin to see that Ben and Charles are mere pawns in a larger power struggle between Jacob and Esau, who seem to be manifestations of good and evil.
I would venture to guess that by the end of the series we will leave with a sense that even Jacob and Esau are merely playing their part in the larger struggle of existence. Clearly they are both subject to rules (not crossing the dust, not being immortal) that they cannot control. In the latest episode we see the way Esau struggles with his confinement on the island, and we begin to question Jacob's omnipotence (if he knows all then why did he have to cross out so many names to find the "right" ones?). I feel like some of the final revalations of Lost will involve a release from the ideal notion of absolute control and power. Instead we will be left with a concept of concentric circles of power or control that stretch into eternity, never reaching the pneultimate level. This would make for a very different universal concept than some sort of clean 'purgatory' resolution that would be uncharacteristically definite in a narrative of uncertainty.
