Dogen explained that he was on the Island in exchange for his son's life. Clearly in order for him to "disappear" in Japan, he must have appeared to die. So, what if many of the people we have been seeing on the Island, made the same deal (i.e. Emily Linus to save Ben, Christian to save someone/thing - perhaps Jack's happiness, Juliet to save her sister). And MAYBE MiB made the same deal, (remember FLocke's speech about loss & love). Only now he's not happy with the outcome. Who knows, maybe he saw that life wasn't working out for his loved one the way he envisioned it would, by looking through the Lighthouse mirror. And he's been searching for a way out ever since.