"I shot a man in Reno just to watch him die"
I didn't know that reference. Yeah, that's right.
"Cash recounted how he came up with the line "But I shot a man in Reno, just to watch him die": "I sat with my pen in my hand, trying to think up the worst reason a person could have for killing another person, and that's what came to mind.""
It's very much in Astarion's character to do so.
To emphasize his bloodthirstiness, of course, and a reference to this. In this case, it would be very easy to do without mentioning Menzoberranzan.
It would be interesting if he lied to the player about the Underdark, because well, the high elf from the Upper City of Baldur's Gate could have forgotten there. But if the player knows about vampirism, he still says that he has never been to this place. Which could also be a lie, for a legend. However, it would not be necessary to mention this in general.
Alain Poe is not in Faerun, but Menzoberranzan is.
A specific place has been named, although the reference does not require it at all. This is where the reasoning begins.
The Drow are tightly tied to the slave trade. Given early idea - it could have been a reference to Astarion's past. He could have done business with the Drow.
Given that he says "the Drow could have learned", in the scene with the mushroom servants, he could have known this first hand, their method and considered insufficiently effective.
Perhaps the whole Astarion story is a reference on the original story of Astarion.