Klaus, still smiling, stared back at the Lady Assassin, who was looking at him with a mix of emotions playing in her eyes. He had just revealed something she never expected anyone to know. That was a bold move.
When Klaus first realized he was being followed, his instinct had been to kill her. And he could have done it easily. Even though he hadn't unlocked the Darkness Element yet, he was still an Elemental Overlord. He has connections to the elements, just that his control is limited without him first unlocking them.
Klaus didn't feel sympathy, especially not for an Assassin sent by the Dark Order to kill him. His first thought had been to eliminate her and be done with it. But just as he was making plans to kill her, the senior stopped him.