Unfortunately this is a bug; there is no trick or quest you have to do first.
Do you have the second patch for DKS installed? That will prevent the problem, but I think if it has already happened you may have to send your save in to Larian (support@larian.com) to get it fixed (include a description of the problem and maybe a link to this topic).
Lowering the difficulty temporarily should reduce the damage done by Ba'al and make him more vulnerable to your attacks.
Can you try using Hide In Shadows (or if a lower difficulty allows you to live long enough, maybe just keep moving and focus on the archers and summoners around the outer part of that chamber), and see if your creature and/or a summon can take Ba'al out?
[Not Sure if Bug][Spoilers]Killed Instantly
