Given that "half-elves" emphatically don't exist in Warhammer, and elves are definitely a different, and significantly "older" species than humans, I really am highly dubious of any sexual attraction on their part towards humans. Certainly a fondness is possible, even a deep devotion, such as towards a famlly pet, but a sexual attraction would probably only manifest in an aberrant few.
Think about it this way. We look a LOT like chimpanzees (compared to how much we look like anything else). How many people are attracted to chimpanzees sexually?
Now, capturing chimps and training them, either for study, or for amusement? Well, we've been doing that for quite some time. I'm sure that many people who have cared for chimps, and worked with them in a research or zoological facility have developed deep, personal bonds with the chimps they associate with. How many of them have had sex with them? I would bet almost none.
I see this "eternally young boys" as a version of that. The elves are "inhuman", and I mean that literally. They see no moral problem in raising young boys to be their servants eternally. I am sure that those boys (the ones that survive) are quite happy, as they are also ignorant of the other options available to them. Note that this does not mean the elves must be mean or cruel to the human boys, but still consider their own choices about these children's fate to be more valuable than any other.
The whole sexual aspect, to me, arises because, in our culture, cultivating a servant caste of preadolescent boys definitely rings of sexual deviance. However, no one assumes a rancher is sexually deviant because he buys a stud bull and supervises breeding him, or gelds a horse. Elves in Warhammer aren't pointy-eared humans, and, for the most part, the fiction has made a strong effort to reflect that. Their sensibilities are different from ours. Assuming that elves maintain a servant caste of young boys for sexual reasons is projecting a behavior from our culture (and species) onto theirs.
Also, to the original poster's question, assuming that if you are playing a roleplaying game, the races will mingle, is an assumption YOU are making as a GM or player. The elves of Athel Loren have been written to be suspicious of outsiders (even High Elves) for thousands of years. They have been depicted as killing intruders outright, often even without warning. They have sundered their connections with 'modern' Elf culture, which engages in trade and diplomacy with humans hundreds of years ago. Assuming they will "mingle" because a player wants to play them sounds like it is being too casual about the issue.
Dragon Ogres exist. They don't necessarily "mingle" with humans from the Empire. Skaven exist. Trolls exist. Slaan exist. Cathayans exist (heck, they are even human!).
I don't think that there is anything "wrong" with allowing an elf of Athel Loren to adventure in a party. However, it should be clearly seen as a "story in itself" and be part of the narrative of the campaign. Adventuring inside the bounds of Athel Loren itself, for a party of non-wood elves, should be even more of a story.