I've been thinking both of these:
1. That is is Sawyer and Cooper actually ties into multiple characters in negative ways.
2. Ben said that whatever you wanted would be there when you opened it. I think Locke just thinks he sees him (or it could be smokey) but it could be that he wanted to see him. To give some closure. I think Ben knew Locke would want to see him so he told him about the box to play with his head. => I don't really know if that made any sense...
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