Does anybody know anything more about this, e.g. ATC interaction?
It does seem a bizzare accident. Obviously not a straight N2195B-type CFIT. It's obvious the plane went more or less straight down, in a straight and level attitude, perhaps a bit nose-down. Could be fuel exhaustion followed by less than competent aircraft control, or pilot incapacitation followed by a passenger attempting to fly.
The temperatures (+11C at Sion) don't seem low enough for a dual engine failure due to fuel icing. The Aztec has been reported to ice up below -15C. I know nothing about the Baron. But it's possible, if they were flying high (say FL200+) to start with.
It is also quite possible for that ridge to have been one of not many sticking up through a high altitude cloud layer. This might explain why they did not go into the valleys surrounding the ridge.