It seems for me atleast that his baleful strike ap increase doesnt show up until he gets to 4 AP, it usually happens like this for me. I get one strike, my ap is 1. I do two more baleful strikes with killing blows and my ap doesnt increase at all. (Atleast it doesnt show up on my screen or in the text of my spells). At the time that I get my 4th killing blow with baleful strike it shows that my ap is now 4 and it registeres throughout my skills.
This has happened more times then once for me when I have played veigar.