Good answers there, now we are getting to the main point. First choice is play what you want! But, lets talk about your delima again anyway.
Just take Scholo as a good 5 man instance for instance...O.o
With the make-up of your group you do not have any real Crowd Control, Tank is wailing on the main bad guy, Rogue is on one mob, Shaman is on one mob, Priest is healing everyone right? ok, now that is 3 mobs we have now, what are you gonna be doing as a Warlock? if there is a 4th mob he is yours, you can seduce! Great, but you have to keep your eye on him constantly, cuz it doesnt last long and for some reason it breaks sometimes sooner than it should, and there are those horrible stubborn mobs that just will not accept being Seduced (cold hearted bastards)...if this an instance you prolly will not be able to Fear, and sometimes you can't even Fear outside either, being the squishiest of the squishies you will prolly end up "spectating". What if there are 5 mobs? The Priest is also gonna be Aggroing like crazy also, never 4get that point, somebody is gonna have to stop doing their job and help the Priest and/or take the adds on, now it is getting to be a clusterf***k. Again, as a lock what ya gonna do? No Fearing allowed? Maybe go ask him politely to please stop beating my Priest pretty please? You just plain and simple cannot kill as fast as a Mage and there is nothing you can do to STOP him right then and there, ppl are running all over the place!! Holy Crap Batman!
Now, a better scenario would be Priest MCs one and has it killed by it's friends (and ya'll), Mage Sheeps one,(yes, I know about Seduce) NOW we have 2 less to worry about. But...something went wrong! MC broke or someone aggroed an add, Oh noes! Hey, I got an idea, I will just put up a nice Shield and freeze 'em up to give us time to regroup! Just sit back and think of the different scenarios, you know down deep the Mage is what you want.
And, with the DPS you got in your group, dang! Mobs are not gonna live too long anyway, Warlock does a massive amount of damage, but so does the Mage, AND does it faster, but MOST importantly, is able to handle the add that always screws up the run!!!
Also, and this is totally just my opinion,... again, just MY opinion, I would replace the Rogue with a Hunter. But I know, you can't, I just had to say that, couldn't stop myself in time...
I already know that by now you have made your choice and all I said is moot...but I was bored and now I am tired, so..Good night and good luck.