And they said it specifically in answer to the theory that everyone on the Island was already dead, that they all died in the plane crash and got into the Purgatory. Which, I think, is obviously not true.
Yeah, that's my take on it too. The Island isn't purgatory for Jack, Kate, Sawyer, etc. But it does seem to be some sort of place where the spirits of dead people gather, probably because of all the other weird stuff going on there (electromagnetic-cakes). So it's a purgatory for those already dead. It's both. Typical of the writers, to have it both ways.
However, as others have pointed out, you don't have to die on the Island to appear on the Island. Richard's wife appeared there, and it seems that the man Sawyer shot back in season one is also there. Also, the ghosts can appear off-Island, made clear by Hurley seeing them well before he returns in
316.
This also just muddles even more what Christian is. Now the writers can say that sometimes he's a ghost (like when he appears to Jack briefly in the hospital) and that sometimes he was the Man in Black (like when he's giving sketchy instructions to everyone). That way we have an answer to plot-holes like, if Christian is the Man in Black, and the Man in Black wants off the Island, isn't he off the Island when he pops up in Jack's hospital, circa 2007?
I can also buy things like Ben telling Danielle that if she hears whispers, run the other way. Maybe the Others know what the whispers are. After all, Ben didn't seem overly shocked when he saw Alex (who he probably thought was a ghost, but was actually the Man in Black) back in
Dead is Dead, the same episode where he gave Danielle that warning. The whispers warn of danger. It makes sense that since they're dead, death would follow them. Or they would follow it.
As for Desmond, put me in the camp that he's giving Locke a near-death experience. It has its holes, such as how would he know that running Locke over with his car wouldn't just kill him, and why not try some less painful methods first? But I think Desmond, both Desmonds, know way more than they're letting on. This event will also put Locke in the same hospital as Jack, with Sun and Jin on the way too. All we need is for Sawyer and Kate to find their way over and we've got just about everyone ready for a big ol' epiphany.