Monsters in the starting acts of the next level are higher level and easier to kill

nm baal can drop shako?

Depends on the char you are playing. Immunities become an issue in a1 hell and -100 @res is no joke either

maybe to level up so they can use better gear or have better skills to run through hell?

some ppl like to level without help
and on second day of the game i'v found a shako from nm baal, good shako spot there

Level up before reaching hell