I would much rather rule the world and dominate it, rather than kill everyone and rule over a graveyard.
We're the vessel of Bhaal not Bane
Even so Bhaal cannot single handedly kill everyone. Even the god of murder must resort to deception to start wars, which is where most murder comes from. He must have some capacity for persuasion and manipulation.
I mean the reason he attained this status was to control his brothers. Bane chose to be a tyrant to have immediate control, Myrkul chose death to have control over others, but most far seeing one was Bhaal who even when he lost was able to get himself a status that was controlling both of them, act of murder so realms of death and tyranny are under his control and Bhaalspawn were another showcase of his more strategic mind. Bhaal is not stupid evil and I do hope Dark Urge path if you give into it will reflect that.