This Thing You Call Aggro.

[savaughn]

Though players do have this option, let's look at the classes and what they're effective at. I believe Warlocks are in a position natural to dissecting the entire battlefield.
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So, this is situational, but not entirely accurate. Essentially, the main tank and anyone who has a DoT or AoE will engage the entire group. Pets can be used to hold a second target but doing so sacrifices the advantages of focused fire. I don't want to dampen your enthusiasm for your class, but let me hold up a hunter for comparison.

Both Warlocks and Hunters will DoT each target.
Both Warlocks and Hunters will send in their pet and have spells to maintain it.
Both Warlocks and Hunters have AoE attacks.
Both Warlocks and Hunters have crowd control abilities (traps vs. fear/seduce).
Both Warlocks and Hunters are expected to contribute to direct focus fire if they aren't doing something else.

Now, a Warlock will spend more time DoTing and has more flexible CC and the Hunter is likely to spend more time contributing to focused fire, but that doesn't change the fact that they both deal with the entire set. Other classes have similar methods of engaging the entire battle. Of everyone, the main tank does more to cover the entire set of mobs than anyone else.