Soulburn: Teleport is one of the better escape tools that warlocks have, the only downside is that I don't really see many warlocks always having one up.

In a raid setting, yes, you should always have one down, but while soloing or during 5-man trash pulls, it usually isn't going to be there. Too much of a time waster. While there were a few raid tips here and there, I was more so focusing on the dungeon/leveling aspect of living.

As for Fel/Demon Armor, I really have to disagree. Soul Link is a great passive ability, but it's not actually that much better than what you can see other classes mitigating. For example, as a balance druid, I have an innate 15% reduction in all damage taken just for being in Moonkin Form, plus I have naturally higher armor from leather. I can further reduce incoming magical damage through talents, which warlocks cannot do, and I can use Barkskin every minute for an additional 20% damage reduction. Shadow is similar, having the same innate 15% reduction, the ability to shield themselves if need be, and Dispersion (although it is more so used for mana.)

I am not suggesting that warlocks should be switching armors on a whim, but there are certain times where it can be beneficial to swap. Chim during Feud is a great one during raiding, I'd also consider it during Nef phase 2 given that the damage requirements aren't that excessively high while healing is absurd intense. A wide number of AoE heals now are "smart" heals, so that helps to mitigate some of the over-healing, but even without that, most healers don't focus on getting DPS up to 100% health at all times, so the additional healing that you gain won't always be overhealing, but more allow for you to have more health overall than others.