This. He's been the most confusing character in a cast of ulterior-motive characters. And I think it's largely because we see only what he does, but not really what motivates him, unlike the others. He comes off as quite the ill-intending tyrant most of the time- it's how he united his empire in the first place. But do we mark a villain so simply because we don't know what his motives are?
That's probably a question of justice vs mercy. Intent vs letter of the law.
(Veering totally offtopic, but hey, this is fun...)
Oh, I think we know exactly what his motives are. Not all of them, of course, but the main one is just order. "I was away for a few years, and came back to a world in ruins. Death, destruction, chaos, the endless fighting...So I stopped it. And I did it my way this time. No more negotiating. No more promises. No more second chances. And I did it alone. Because I had to. And it worked."
Fundamentally, Klaus is "one of the good guys", in that he does want what's best for Europa. He doesn't want war and chaos and destruction the way some sparks do, and he's both self-controlled enough not to create it by accident (usually), and savvy enough to know how to prevent it in others. His entire rationale for wanting to capture or kill Agatha, the entire time, is because he believes that whether she is a true Heterodyne heir or not, whether she is the Other or not, she will cause massive chaos in Europa. She will upset the balance he has striven for decades to create and preserve. And he's right about that. Even if she wins, there's no guarantee that a Pax Heterodynia would be
better than the existing Pax Wulfenbachia.
From an objective standpoint, if we weren't presented with Agatha Heterodyne as the sympathetic protagonist, Klaus Wulfenbach would be the hero of the story, and the one we
should be rooting for.