If your player has a problem with roleplaying multiclassing into a Warlock that could spell issues for actually roleplaying a warlock and their relationship to their patron in the future. For roleplay in general too. Based on what you said they're confusing roleplay and rollplay. That's never a good misconception to have.

I dunno, I don't feel there's enough here just in this post to say anything definitively, but I would say that this is a problem that's much larger than this particular issue about multiclassing. He's worried about not getting the story that he wants because of poor dice rolls rather than rolling with the dice and dealing with what randomness deals them even in a situation where it's painfully obvious that that won't be the case.

I'm not sure what the solution here is, but I'd absolutely say that this is much bigger than this one issue with multiclassing. I'd maybe sit them down on their own and explain to them that they shouldn't be worried about failing dice rolls and that they should roll with the punches rather than trying to limit themselves in order to stay risk adverse.

A lot of the other posters are recommending attacking him over this or kicking him, but I really wouldn't do this. From what I can tell he's just worried about his vision for his character not coming out as he wants it to. If you get him to approach DnD from a different perspective I don't see why you'd have any problems with him.