The way I see it, Warlocks are better Wizards (flavour wise).
A wizard learns magic by going to an institute or an older master. They pay with money or favors or work.
A Warlock does the same, but gets their teaching from someone who knows much more than a mortal mage!
Also, you don't need to sell your soul. You could "just" be tasked to kill some random person to further a devil or demons plan.
Read the wrong book at a library and fail your sanity roll to enter a "pact" with a greater older one.
Or agree to work towards creating the best circus company ever for a (very bored) fey.
Or scratch this one hard to reach place for the undying! And so on.
Your task can range from the obvious to the utterly (to you) weird.