if u finished the game and watched the FMV, there is a cult of Bhaal who has been watching your every moves. So that guy exploding in trademeet inn should have been the work of that cult. Possible also that that guy is under the geas spell of that cult sent to investigate on activities of every child of bhaal, hes about to divulge your secret and he dies for it. sort of like what irenicus does to yoshimo. my opinion i may be wrong of course
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