Fridge Brilliance: As mentioned by the Word Of God, Jacob never appears in the same frame as any of the visions of demons, because that's exactly what they are: visions.
After seeing the end of Jacob's Ladder, a viewer might suddenly realize that all the scenes supposedly set in "the present day" (late 1980s) don't have any of the technology that was fairly common: the radios and stereos look somewhat old-fashioned, there's no computers at all (and even in the 1980s in offices they were becoming prevalent)...in other words, exactly what one would expect from someone imagining the whole thing from two decades earlier.
We hear "Lady Marmalade" at the disco, a song that didn't come out till 1974. Though, the original script called for the use of Sly and the Family Stone's "Dance to the Music".
Louie's a chiropractor. He explains that Jacob clings to his life and his pain, of course it hurts when the demons try to take it away; but if he makes peace with it, he'll realize they're really angels freeing him from pain: That explanation can easily be linked to what one experiences when getting their bones cracked, especially if you already have a spinal deformity or other problem that needs correcting: getting your bones cracked hurts, but if you relax and let the doctor do his job, it hurts a lot less— and it's such a relief once it's done.
Jezzie burning all of Jacob's photos of the past makes utter sense when you realize Jezzie is Jacob, and it's a part of his letting go.