I haven't watched "Lost" since the pilot. And even then, I didn't watch the pilot until it came on in reruns after midnight on Saturday nights after SNL. (Yes, NBC was running reruns of a popular ABC show. They did a lot of this in DC.) However, because I live in America and participate in society, I am vaguely familiar with some of the major plot points, including the "fact" that this is the last season and that all your questions will be answered.
Your questions will not be answered. This show has led you along for years while completely bending your mind in on itself by inserting more and more ridiculous points into this plot and still you follow it. I predict that they will give one final test of your resolve and leave you with an ambiguous ending, shouting "Suckers!" on the way out knowing full well that you'll buy millions of dollars worth of DVDs in a vain attempt to get an explanation. (See: the Sopranos.)
I could go into all the reasons why they'll do this, but I won't. Rest assured, they'll treat you with the same level of derision that I treat vegetables. So, I'll do you the favor of fabricating a plausible explanation that will leave you satisfied and not feeling like you wasted 6 long years of plot-driven forcible sodomy.
They all died on the plane and this is the afterlife.
Now you may all enjoy the final season without having to spend the whole time guessing what is going on. The best part is that since they won't reveal what they were really thinking, you'll have no way of proving that I'm not right.