Here's how I look at it.

Your primary goal at the start is to not lose yourself and turn into a squid. Can Nettie help you? Auntie Ethel? Volo? How about Priestess Gut? Okay... Halsin? All you get from Halsin
is a lead and an offer to help, which is more than you got anywhere else.
Omeluum? Creche?

Along the way, allies are better than enemies to get to what YOU want. There's nothing to say you can't betray or murder them later when they are no longer useful. It's not like there aren't ample opportunities for bloodshed.

Eventually, as the narrator tells you, you become aware that you were under Bhaal's control. Now that you are free of that, why would you trade the Absolute controlling you for going back to Bhaal controlling you? He is a god
that literally wants you to kill everyone in Faerun and then kill yourself last. Your sibling tadpoled you, scrambled your brains with a knife, turned you over to be vivisected... and Bhaal rewards the person that did that.

By rejecting Bhaal, you refuse to surrender to his control, even if
it means your life.

You can resist without being a white knight for everyone. Tieflings? Not my problem. Missing Duke? Look lady, you have a whole guard outfit to handle this, I have my own problems. No, I'm not going to find this lady's diary so you can torment her more... oh wait, that does sound like fun.