In case it's not clear, Sarah's dreams have a backdoor directly to Limbo because of a certain Goblin King's interference. This hasn't been a problem before, since she's not ACTUALLY using shared dreaming technology from Inception. What it DOES mean is that occasionally she has to deal with little hiccups between what's real and what's not. It's just that up until now, they've all been... well, magic.
And yes, Jareth is quoting another movie with Ken Watanabe...
Jareth and Sarah belong to Henson, Lucas, Bowie and Connelly.
Saito belongs to Nolan and Watanabe.