I got the impression from this latest episode that "The Man in Black" is a separate entity to "Jacobs Brother", and that MIB just took on his figure at the end of the episode. Jacobs Brother wasn't given a name from his mother, and since nothing further was said during the episode, I assume he went through his life without a name.
The episode didn't really tell us anything about MIBs backstory at all, just about the history of the man whose form he took on.