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Its a good theory, and it wouldn't be too out of reach to say they never shifted back to the present... However, i've gotta complain. This being the reason...
The writers' have already claimed that Vincent the dog will last until the last episode.
If they never jumped, then vincent (being with them at the time) wouldn't have jumped back to present either, meaning he would be dead by now! And lets face it! You CANT kill the dog like that!!! :( He's so cute!!!
This is all I have to say... But you gotta admit, its proof enough!