Sure the whole story of they are dead and living on hell, or waiting to be judged (didn't the actually believed that at one moment); came really soon in the series.
Just to clear this up, because I am not sure how you meant this: The island is not some form of afterlife. The island is real. Only the alternate reality is part of an afterlife.
I'm kind of disappointed on a few ways
- They are all dead. Holy shout
. (except lapidus, milles,aron,...)
Only in the alternate reality are they dead, because that is the afterlife. And there they are all dead because, as Christian explains, it is free of time, so there is no one technically still alive at that point. Those not in the church were either not overly important to each other, so as to be a part of their moving on, or they were not quite ready to move on yet because they needed to deal with some of their issues, like Ben and Ana Lucia.
- The whole concept which based around alot of seasons was not mentioned anymore (timetravel, alternative reality,..)
This was a pillar of the show. alternative realities (AR), how they can be merged due to a constant. Interferrence in the time continum (Ask Kevin Butler). All that was thrown away? I really liked that string the story was heading with the Ar even or just because it messed with my head. Maybe it was scraped away because they got a deadline and explaining the original story was not doable with that time- moneyframe? that would be the sadest part!
They explained the alternate reality: It is the afterlife, a sort of purgatory. The explanation of the time travel is not 100% clear, however the island as a whole is not explained. The reason for that is that the story was never about the island. It was about the characters.
Why is Mrs Withmore asking if Desmond takes his son away?
Because in life she killed her own son. She isn't ready to move on yet and needs Daniel in order to reach that point.
- Most obvious complain : not everything is answered (these will be the most popular complain, but it can be a good thing though, as they could have "messed" things up to answer all in a 1h45. Yes that's the timing without ads)
The story of these characters is concluded. That was the story we were being told.
- The whole haven thing was a bit lame for me. just a quick ending like they lacked a good ending. (That was actually my very first thought after watching the show). Isn't the concept of waiting beneath earth after death and waiting for salvation the jewish believe?
Nearly all major religions have some form of purgatory-like belief. The church they were in had six different religious symbols on the stained-glass window, signifying a spiritual afterlife not constrained to any one belief.
As for the role of the alternate reality being an afterlife, the clues were always there. Sawyer and Miles seemed like some TV cliche cops. Sun was shot just over a day after the plane landed, but Sayid did the shooting days after he landed. And then Sun was rushed into the ER as Locke was just going in for his surgery, after he had enough time to get fired, meet Hurley, get a substitute teaching job, and teach enough classes to be well liked by students. The time lines are all off and cliches were in place wherever someone was playing a role they had no real experience with. Even I suspected mid-season that the alternate reality wasn't real, but I thought it was a creation by Jacob.
Some odd things:
When Jack wakes up after beeing beaten down by Mib, he has become quasimodo. He has a "thing" on the back beneath his shirt (believe it's a mic or something, at least not intended)
I didn't notice it so I can't comment on it.
If Hurley and Linus are not dead and indeed defending the island, why the heck is Linus making the brigde between the island life an AR (alternative reality) life ? How could Hurley and Linus meet with the dead in a space that is meta-physical?
(not sure ) How could a concious of a person be in two place at once. Some have been awaken in the AR when infact they are still alive on the island?
As I pointed out earlier, the AR was timeless. No date or time was ever given for the AR. Because the plane landed we assumed it was 2004, but that was never stated. In the AR Hurley and Ben are dead. Christian says as much when he explains that some of them died a very long time after Jack.
But that doesn't mean I didn't liked it. It was just unexpected and against my hopes. i really loved the show all the way and will watch it some time again on Bluray. Thanks to the creative persons behind this project. And who knows what comes next, with Abrams getting more recognition, a sequel or prequel, movie, some extended features on the bluray,...? I sure hope so we hear something again from our losties.
They've already said there will be 20 minutes of bonus footage on the DVD/Blu-ray.
One thing I like to point out to people who aren't happy with just having the characters' stories finished up: If this ending were given to us at any time during season 1, maybe even season 2, would you still feel ripped off? at that time there was no giant mythology surrounding everything. It was a story about some people stuck on an island that seemed to be slightly abnormal. It was a character-driven story about how people deal with these unusual situations. That story has been fully concluded. The story of the island began long before this story. Judging by the statue and wall symbols I would guess that it began as much as 3,000 years before Jacob was born, possibly even further back. In fact, if you want my take on what the island is, I think it is where life began on Earth. It is much older than even the Egyptian symbolism, but Egyptians discovered it and recognized it for what it is. So, they created temples and protections around it. This would explain the statute a Tawaret, the goddess of childbirth and fertility.
But hey, that's just my take.
I do want to point something out though.
As for the over-arching tale of who will be Jacob's replacement; I am placing money on Hurley. Jack's sudden willingness to believe in everything and gung-ho attitude seems too obvious for me, and Hurley seems to be more of the pacifist unless you push me kind of guy that Jacob is.
Just saying.
I too can see why people would be disappointed because I think a lot of people were expecting a big sci-fi style blowout. That one final episode made up for every single time I came away from previous episodes thinking to myself, "why am I bothering?". Now, it all make sense, even though most of it still doesn't, which itself doesn't make sense, just like the show! 
