He killed all warlocks but he accepted the help from Gul'dan and his dark magic anyway=accepted legion's way. The reason he hunted Gul'dan was because he betrayed him and he wasn't going to win. He was forced to retreat because Gul'dan brought stormreaver and twilight hammer clan with him to tomb of Sargeras and that were about half of the horde force. Nothing to do with honor. Just like Garrosh, there were times when he was willing to go for his honor before anything and there were times when he wouldn't.