Eh, I guess Jacob could have put some protection on them, but I'd have to say it isn't against smokey, but more likely just from dying before they could help him protect the island from smokey. Also, the temple others said a couple times that they needed to stay in the temple and trust them because they would protect them.
I think a better answer for why smokey killed Echo and not Locke is that smokey knew he needed Locke to kill Jacob later. He only killed the people he needed to in order to get the losties on the right "destiny"
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