True, shadow priests are good duelists but they have less mitigation, less health and fewer defensive cooldowns than warlocks. Warlocks also have either 2 or 3 instant DoT's as well as a instant ranged slow (depending on spec.)
However, aside from all that, the biggest issue with shadow priests is their mana. SW:P costs 500 mana to cast. If you're running around spamming it in a large fight you'll be OOM quickly. Warlocks with a healer support can spam their DoT's all day.
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