I think we have to assume that Balthasar was either told of the wedding by Romeo before he left for Mantua.  The only other people, besides Romeo and Juliet themselves, who knew about the wedding were Friar Laurence and the Nurse, and although I suppose Laurence might have told him before Balthasar took the news to Romeo about Juliet's "death," I think it more likely that Romeo would have trusted this servant who had proven himself so loyal in the past.

Check the link below for more information about Balthasar.