Well, I've to post about this now that I tried it out...
I went back in my saves to try out becoming the Chosen of Bhaal and then defying Him atop the Netherbrain. When you are given the choice of what the character will do after everything is said and done, one of the options is "I'll hunt down Bhaal, surely he can't be that tough after the Netherbrain" but then Bhaal just straight up full-on mind controls the Urge like four seconds later to the point of his eyes glowing all red and getting Orin's dagger? And I'm not convinced that he has that much control over the Urge because the Urge became the Chosen because why couldn't He just control the Urge on the Netherbrain then?

Where in the hells has the Urge been in this entire game? Was Alfira really that huge of an existential threat to Bhaal? I can't help but laugh at the silliness at this point. What a terribly useless God.