o.O Right click on a scroll in your inventory. You can add it to your spellbook for 50 gold. As of right now you can even learn spells you shouldn't be able to, like Cleric spells, that way.
Also the Wizard gets more than double the spell slots of the Warlock and can recover two spell slots once a long rest. They can also gain an HP shield that activates when they cast Abjuration magic or the ability to save allies from taking damage from their AoEs. There's absolutely a reason to play a Wizard.