They don't. I didn't list any that require a class feature. I even excluded some that put you into a rage as the effect because I don't know the rage rules that well.
The rage powers are valid because the power puts you into the rage and only ends at the end of the encounter or if you enter another rage.
Another benefit of the power swap feats is that they allow you to re-choose the power you are swapping every time you level. This isn't part of retraining, it's a feature of those feats.
With that in mind I have some multiclass options that would fit an infernal warlock very well, IMO:
[sblock=Infernal Warlock/Barbarian]Half-Elf Warlock (Infernal)
Str 13
Con 18
Dex 11
Int 12
Wis 10
Cha 16
Dilettante: Pressing Attack (Barbarian)
Feat: Berserker’s Fury [Multiclass Barbarian]
8th Level Feat: Acolyte Power [Instinctive Charge, Barbarian Utility 6]
10th Level Free Power Swap for AcP [Heart Strike, Barbarian Utility 10]
10th Level Feat: Adept Power [Black Dragon Rage, Barbarian Daily 9]
15th Level Free Power Swap for AdP [Flameheart Rage, Barbarian Daily 15]
16th Level Free Power Swap for AcP [Great Stomp, Barbarian Utility 16]
19th Level Free Power Swap for AdP [Storm Drake or Winter Pheonix Rage, Barbarian Daily 19]
22nd Level Free Power Swap for AcP [Untouched, Barbarian Utility 22]
25th Level Free Power Swap for AdP [Ash Hammer or Stone Tempest Rage, Barbarian Daily 25]
29th Level Free Power Swap for AdP [Rage of the Primal Beast or Winter Ghost Rage, Barbarian Daily 29]
The Utilities are useful for getting into close combat and/or control.
The Daily attacks all do half damage on a miss and put you in a rage that has a benefit that lasts through the end of the encounter (since you don't have another rage to enter to end the first one). The rages I would consider give bonuses to all attacks (not just melee) or defenses or effect enemies.
The initial multiclass feat is a definite benefit. An extra trained skill and +2 to all damage rolls (not just melee) 1/day for the duration of an encounter.
The other two feats depend on how you want to play your Infernal Warlock. One more feat to pick up a high damage brutal weapon would make the dailies more effective for sure (since they all still do half damage plus the EoE effect).[/sblock]