One of the developers was asked that question in an interview and they said that it is explained in tob, so I guess we will have to wait till then...(didn't mention whether he was alive or not though)
My speculation is that he is a bhaal spawn as well and has some odd goofball powers that protect him and he was scared we were going to kill him...I think that he didn't die but was teleported elsewhere.
I'm probably wrong though.
