Don't forget Folie back to when Danielle had captured Henry Gale. She told Sayid that he [Henry Gale] would lie, he would lie for a long time. Ben got pretty beat up and never broke his story. Juliet got pretty knocked around by Kate and never gave up her story [until the real threat came - smokey] and Ben told Jack that no matter what you think Juliet is one of us. So if you think Naomi is one of them (I don't, but if you do) then she's probably prepared to lie for a long time, too.
Naomi also said that she was not alone - so who's with her? Is that what the splash in the ocean was? Person number two going down with the helicopter? Maybe Penny is coming to the island after all, just like in Desmond's flashback.

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`Dear, dear! How queer everything is to-day! And yesterday things went on just as usual. I wonder if I've been changed in the night? Let me think: was I the same when I got up this morning? I almost think I can remember feeling a little different. But if I'm not the same, the next question is, Who in the world am I? Ah, that's the great puzzle!'

-- Alice, from “Alice’s Adventure’s in Wonderland”