Some of us have felt that way since TBC, long before we had any kind of demon form. Actually, the thought was that Warlocks and Paladins should each get a class-specific flying mount. The warlock would - naturally - summon a demon and ride it through the air. Paladins get a Pegasus, nothing too surprising, really.
Since warlocks get demon form now, I wouldn't complain if they got a flight form too.