We know that she had been in New England at one time, because she mentioned to Donald that she had broken her leg in Stowe, Vermont while skiing.
We know that Libby didn't think twice about giving Desmond his boat and the reason she felt that David would want Desmond to have the boat hold up with what Jae Lee may have felt - ie, he is a romantic on a quest to re-claim his lost love and honor.
This relationship obviously ended (as Jae Lee was back in Korea to teach Sun English), and as Shannon is known to con men, this could be the reason Jae Lee returned to Korea.
Also, there is a comment in The Hunting Party where Sun implies that she has been married to Jin for four years (she says something about obeying him for four years; presumably, she didn't have to do so before the marriage). Jae told Sun about the girl from Harvard before Sun met Jin so that was at least four or five years ago. Given that Shannon is 20-21 that would make her 15-17 when she married Jae, and this is against American law.
Could be planning to marry in another country or secretly.
Could have been waiting until legal age, i.e. why Jae was still in Korea when he met Sun.