Unless Bhaal has some sort of special relationship with the character (Chosen, Warlock, Divine caster), I doubt Bhaal will even notice? FR gods know a lot, but they don't really have the "I know when every sparrow falls" level of omniscience. Among hundreds of thousands of worshippers across the planes, one Tier 1 character no longer coming to weekly services isn't likely to attract his attention. Of course, thay could easily change if his departure is somehow dramatic (rescuing planned sacrifices, desecrating the altar, etc.).

Now, other CULTISTS he knows, especially those in his cell, may take the "nobody gets out alive" stance. But even in that case, if he makes his exit low-key, he might be able to gradually transition to emeritus status, "doesn't really run with us anymore, but we expect his support in an emergency". Especially a few levels from now, when he's a lot more powerful, he may have people from his old life showing up asking for help, with the implied threat of revealing his prior activities if he doesn't play ball. It can start with relatively reasonable requests ("Somebody got a good look at Susie during our last kidnapping, and the Watch is looking for someone of her description. Can she lay low at your estate for a few weeks?"), and gradually escalate.