Actually the Hadith states that the Prophet (sallalhu ‘alaihi wa sallam) pointed 20 times to the East.
East and West are directions which belong to our world of space and time. When the blessed Prophet pointed to the East he was referring to East in our world of space and time.
When Dajjal’s day is like our day he will be in our world of space and time. At that time he will approach Madina from the East while riding on a donkey which . . . ”
Prior to his day being like our day, East and West do not apply to him.
It would be helpful of you could take a little time to read the chapter on ‘The Qur’an and Time’ in my book on Surah al-Kahf and the Modern Age.