I've noticed Smokey often appears when there is an argument or fight going on. Charlie and Eko were arguing when he showed up and Eko stared him down. Kate and Juliet were fighting when he showed up. I think there are other examples but I can't remember off hand. I think Jacob controls smokey. And the more I think about it the more I think Ben wasn't able to hear anything Jacob said that particular time. If you try to guess what Jacob's half of the conversation was it doesn't really make sense. He would've been saying things like 'why did you bring Locke here?' And Ben certainly didn't act afraid of Jacob once he entered the shack which was odd. I don't think he was nervous about seeing Jacob, he was nervous about introducing Locke to him for fear of losing his leadership role.