The movie is packed enough without him. Honestly were he included I don't know how much justice the character would have been given anyway. Every hero in this has already been previously introduced so the character development for them is already there. If Warlock were to be included it would have made the most sense to introduce him in Guardians of the Galaxy Vol. 2, but even then he'd be the fourth character in those films to have a history with Thanos after Nebula, Gamora and Drax. His time will come, but unfortunately not yet. And hopefully when it does, he's played by this guy: