It is a long shot, but maybe, just maybe..Malthael feels the stone would not be safer anywhere else besides with him, like the warrior in D1, so he needed to get the power to keep Demons/Angels/Nephalem alike away from him, so he became the angel of death in order to protect the world which is why he can not be pierced by Eldruin.
I was thinking that Malthael is actually just a minion of the Blood God whom is mentioned in the books and was rumored to be the big bad of Diablo 3 like 11 years ago.
Edit
As someone pointed out, how could Maltheal find the Black Soulstone, especially so fast? I believe that Tathamet was the one that told him. Not that Tathamet knew the location before Tyreal and the Horadrim decided on it but that Tathamet can sense the power from it like someone knows where their arm is. That power, the Lords of Hell, are a part of Tathamet so the ability to find where it is does not seem unbelievable. And so I think Tathamet knew that it was going to be placed in Sactuary, probably general location due to the travel to the location was going to be long, so he had Maltheal follow the Stone to where we see in the Cinematic and then we get what we saw.
Thanks you for reading my speculation. If you have any opinions or maybe want to add further, please do so. I look forward to the Reaper of Souls and learning more about what is to come in the Future of Sanctuary.
One other thing I would like to point out, he is still Wisdom, so I would still say he is smarter than every other angel, he knew where they would hide it, and followed Tyrael.
https://www.deviantart.com/aerisot
One other thing I would like to point out, he is still Wisdom, so I would still say he is smarter than every other angel, he knew where they would hide it, and followed Tyrael.
https://www.deviantart.com/aerisot