In my setting, both paladins and warlocks are primarily empowered by nondeities (like archfiends, empyreal lords, etc.*) for very specific purposes. It takes a certain amount of effort to transform the proto-paladin or proto-warlock into becoming a member of the class, so there is an "economic" as propaganda incentive to convert someone else's paladin/warlock instead of making one from scratch. The purpose of the paladin is to be a public symbol of devotion, vengeance/justice, older values (ancients), redemption, conquest, etc. Anything that interferes with that is likely to draw their ire, so there is a certain risk in multiclassing paladin/warlock (a similar risk to doing paladin/rogue), but no guarantee that it will go badly.
The reason they support paladins is because, while they want all souls they can get on their planes, souls associated with more power in life are more likely to go straight to being combat-orientated angels/archons/guardianels/devils/demons, etc. (I call these exalted souls) and the less powerful petitioners can try to become exalted after death (good ones can chose to climb Mt. Celestia or Olympus and hope to impress something, and part of the reason there is all that torture [and the Blood War] is that evil types inflict trauma on their petitioners in the (slight) hope that they will become exalted, but mostly they sing hosannas, get tortured (evil), do maintenance (Mechanus), or dream up weird stuff (Limbo) . The ratio of exalted to petitioners is pretty low (especially for good types, although all those good petitioners singing hosannas power up the good outsiders [why solars are more powerful than pit fiends and balors]), and they hope the paladin will inspire potential exalteds to be live up (or down for evil) to their potential.
* I tend to use a mixed pantheon grabbed from 4e and Pathfinder, so there is one goddess and a dragon god who really like paladins, but outside of them, most gods use clerics.