All of the Bhaalspawn are dead. This was necessary for the rebirth of Bhaal, which happened in the table top adventure Murder in Baldur’s Gate.
You're comparing board game logic to computer game logic. Don't assume that will apply here. Nothing in Baldur's gate computer games has ever given any indication of ALL children of Bhaal being wiped out. For we know we could be playing as one. .
I think there was a statue of an illithid in the ending cinematics of BG1. Though I'm not quite sure, it has been some time since I've played the game. But you never meet an illithid Bhaalspawn in BG2, so maybe ut remained hidden all this time... until now. :P
