doesnt that argument work for every single race that has warlocks seeing as demons have attempted to kill all of them. Orcs REALLY hate demons after the whole blood of manno thing why wouldn't orc warlocks be banned for the same reason?
Draenei are full of scientists, engineers, artificers and other non holy wielding individuals. Choosing to leave Argus with Velen thousands of years beforehand because you saw the writing on the wall doesn't mean you wouldn't want to understand fel magic and its power in order to use it in your favor. Even more so many of the remaining draenei were not the ones that left the planet with Velen. Many (I assume) were born after the events of argus and have only remained with Velen cause he was the defacto leader not because of the holy words he preached like his initial followers.
Edit: its not like I'm expecting it to be widely accepted in their culture it would be like how human warlocks hid in basements so no one else knew. Small grps of draenei wanting to get revenge for what happened to their families and homes by learning how to bend demons to their will and use their very evident strength against them.