I first ran into the idea on Nornoriel’s blog, but I’m currently having trouble tracking down the exact post to link to as a source. It relates to Baldur being a consort of Hela’s, and I didn’t really pay attention to it for several weeks (chalking it up to differences in upg). Then Baldur confirmed it as relating to how I interact with Him because it was taking me awhile to figure out why I kept associating Him with associations I had thought were just Hela’s. This does explain why He spends most of the year in Helheim with Her before His mythological cycle restarts (having cycles that restart is sort of a thing in my practice, but that doesn’t mean it has to be in anyone else’s).
In my practice, Baldur has a dream foretelling His death that is vague and quite likely steeped in enough symbolism that He doesn’t get the message that being a consort of Hela’s is in His wyrd. He’s confused and a bit afraid because He doesn’t have the answer to why He has to die, which leads to telling His parents and Frigga asking everything to not hurt Him (except for the mistletoe). I’m not sure if there’s an indication of what time of the year Baldur is killed in the Lore, but in the myth cycle in my personal practice, Baldur cannot be killed as fall gives way to winter. He realizes as the land dies around Him that there’s some sort of land health connection with Him, and that interfering with His ability to die has messed with the land’s ability to do the rebirth of spring deal.
This leads to Baldur making an arrangement with Loki to orchestrate His death because Baldur can’t kill Himself (a combination of the protective magic enacted and Others making sure that mistletoe isn’t around), which is a holy day within my practice for both of Them [occurring on the winter solstice]. On the 5th day of the 12 days of Yule, Loki does successfully orchestrate Baldur’s death [another holy day in my path]. I hold that Baldur only finds out about the consort part and the why of needing to die when He gets to Helheim. There’s some sort of combination of Hela explaining things and Baldur seeing how His presence in Helheim helps the health of that Realm’s land, and Baldur agrees to being Hela’s consort.
While wyrd and Reasons brought Them together, I do think the relationship between Baldur and Hela is a positive one and that Baldur isn’t being kept against His will or anything. Observing Baldur’s sacrifice and honoring it by sharing a meal (brought up in the intro post) is still the main thing I do for Him. For as long as my Deities think it’ll be helpful to have a depression [management] prayer set, I can still include Him in it; there’s nothing wrong with interacting more with His Hat.