You are free of Bhaal. Withers also heavily implies something new is in store for you, which is where the Jergal's chosen rumour comes from I expect. I would heavily support such a canon as it would make defying Bhaal even more satisfying. Not only did Bhaal lose his most loyal and powerful chosen, but he lost them to Jergal. It's a perfect setup for another game. I love a villain story, but a villain turned hero, done right, is so good.
Was not expecting this to be one of my favorite endings in the game!
I had something similar happening to Origin-Gale, when I chose to blow up in the end
and Withers snatched him away from Mystra before she could lead him to Elysium as promised because Gale's story wasn't over yet.