Not even Michael will escape from the island with Walt, even though he has been given instructions to head towards heading 325.
Bearing in mind The Discharge may have effected the compass so he could be following a false bearing.
The island does seem to be "saving" the survivors whether they realize it or want it. This could be related to process of salvation or redemption in Christian doctrine. As seen in Romans 8:29-30, God foreknows, predestines, calls, justifies, sanctifies, and glorifies his people. In Lost, assuming the island represents God, we can see that the survivors were "foreknown" and "predestined" because of the way their lives intertwined and were worked out so that they were all on Oceanic Flight 815. They were "called" to the island and could not resist that call. If the island represents God, then the point at which the plane crashed could be seen as the point of justification - when the survivors "entered into a relationship" with the island. They are being "sanctified" by the island (Charlie dealing with his addiction, Claire learning to love Aaron, Jack dealing with his relationship with his father, etc.). And if this theory holds, they will at some point be "glorified" (taken to heaven, made perfect).
They can't get off the island until at least after the Lost Experience ended (Summer 2006) in the real world or else that would make everything weird.
Could there be signs of salvation? Such as Kate seeing the black horse that freed her from arrest before, is this a sign that she again is saved though this time spiritually? Spiritually especially since this horse may not actually be physically real.
If it was a spiritual being, why did Sawyer see it too?
This question falsely presumes that Sawyer is incapable of spirituality.