See, I'm of the opinion that when "Christian Sheppard" was leading Jack to the caves that it was the Smoke Monster using his form (although the link that I just gave the author doesn't think so).
In that other episode where Ben, Iliana, Sun and Lapedis were off to bury John Locke's body, Ben was asking about how they would know if Smokey decided to take another form. Iliana responded that once they bury the body then Smokey is 'trapped' in that form.
Remember back in either S2 or S3 where people (can't remember if it were Losties or Others) come across a Dharma couple who were having a picnic? The husband gets shot, and the wife insists that they have to bury him, how it was the "rule" or something? They agreed and brought the man back to Dharma-ville. Hmm, I want to say that it was The Others who killed the Dharma guy.
I wonder if that was part of it? She didn't want Smokey to take on her Husband's form if he wasn't buried? And how Smokey could lead Jack to the caves as an apparition of his father, as his father was in the casket, but not buried? Although that doesn't explain why there wasn't a body in the casket.
Hard to say, hard to say. This whole show makes my head spin.