Given that the character in question is called "The Monkey King", isn't it reasonable to assume that he, like the Chinese folklore character he's based on, is immortal? I think it is, and given that he's not (IMO, intended to be) a major lore figure for the game (Essentially being an existing myth character transplanted into WoW) I would imagine blizz felt no real need to go in depth on his background. For that, you have the real monkey king to read about. (
http://en.wikipedia.org/wiki/Monkey_King )