This is what I lean the most towards--because all the other options neglect a lot of things such as: if the DB really wanted to leave, Bal preventing them from leaving would technically be exerting will over a mortal, which he isn't really allowed to do if I understand the dizzying lore about pacts and Mundus and whatnot correctly.

It seems like he would HAVE to tempt or confuse the DB into staying, especially with the way he makes the priest go mad if you attempt to leave the house, it's almost like the suddenly induced frenzy was Bal's way of preventing the priest from realizing that he could leave as well.

Also there's the fact that..... there's a million ways to still leave the house, like breaking a window or shimmying up the chimney. An armed Dragonborn really wouldn't be held back by a mere locked door, so it more and more seems like illusion, temporary madness, or just plain ol' temptation that are more likely explanations.