Esta é provavelmente uma das melhores explicações que encontrei, do usuário Bon Gart :
The Jet Engine comes out of the divergent time line involving the events of the movie (and from his mother's plane), and is supposedly sent back in time through the same wormhole that Donnie uses to time travel with. Unfortunately, Donnie was miles away when he actually traveled back in time. The vortex might have been forming over his house, but that's not where he was. It was where he ended up... but the vortex and subsequent wormhole should have followed him... or he should have returned to it at that moment he decided to travel through time. The Jet Engine most certainly traveled through that wormhole... it came from the future to kill him in the past. IE... more proof of the actual Time Travel theory, as opposed to the Future Visions theory. This again points to the paradox and says "See what you made me do?" If Donnie never got out of bed and was killed by the Jet Engine, how could he be killed by a Jet Engine in the first place when it came off a plane hitting the atmospheric turbulence created by the vortex that was there from Donnie corrupting the time line and NOT getting killed by the Jet Engine? Answer? Paradox!