To make this all less cringe-worthy and reasonable I HOPE (and part of me considers it canon due to this) that it was Belial "guiding" the hero to foil Azmodan and Diablo. It wasn't Belial who you defeated in Act II but perhaps a huge and loyal demon to Belial's cause. Belial's true form was that what the kid emperor changed to prior to the "real" boss fight.
Belial feigned his death. And made sure you collected all the souls first in the Black Soulstone by making you foil Azmodan and the Big D by guiding you with these demon holograms and voices. Come on, why would a "master" demon general announce his plans? Now that the Black Soulstone is out of heaven, perhaps Belial was off to get it -- only for Malthael to reach it first.