Krichevskoy died two years before the start of the game, supposedly after he choked on a black pretzel (dark manju in the Japanese version, Dumpling of the Damned in the Anime), however, Etna's diary states that he died after stopping Baal, the Legendary Tyrant, who tried to conquer the Netherworld. He was able to stop Baal, but not without a cost of him being fatally weakened. Spoilers end here.