Because it's the second night, there's randomness, and there are 3 killers, including an elf. I absolutely don't see any point in protecting anyone. Especially if I'm not going to kill anyone myself.
I'll clarify. There might be a point in not protecting someone and setting them up for a block, but where's the guarantee that:
a) the mafia will actually block?
b) the warlock won't be eliminated?
The goal doesn't justify the means.