Thematically, though, outside of The Dark Urge the party has no ties or connections to Bhaal, Orin and the Tribunal of Murder in earlier acts.
I think it fits well enough in Act 3 as backdrop and visual storytelling. It is entirely optional, but if you're in the mindset of exploring locked or abandoned homes, you'll find them.
I will agree that there could be more clarification to steer the player towards the city after finding the first two pieces in the circus and sea cave, however.
