He's running after her in his dream because he wants her back. She's leaving in his dream because deep down he knows it's his own fault that he lost her. But he can't admit it to himself which is why in his dream instead of admitting to his faults he's showing off his dance skills and his good looks to try and attract her to want to come back to him. He also knows he treated Bree badly which is why she's also after him - I think she thought she'd won him from Marley but then quickly found out he wasn't interested in her and after sleeping with her just went off with someone else so she's finding out what it's like to be dumped like you were nothing and to be passed over for the next girl in line. Still, the fact that Marley looks sad in his dream means he knows how badly he hurt her and that he has no-one to blame but himself, he's just not admitting it to himself.
Sad thing is...we never got to see if he could ever win her trust again...Id like to think so hahaha cause this performance is really good but we could have seen more of them and dealing with the fact that even though they are exes, could they ever be friends? or Jake could fight to first change for himself and then try to win her back? dunno...need a fanfic of that asap xD