What's not to love? They are not only adorable together but I think they would give a good balance to each other. Caroline can help him feel more secure about his humanity and insecurities. And in the other hand, Klaus could help Caroline to really enjoy her eternal life to the fullest.
I absolutely love the intrique and excitement that it brings to the show. There is more spark between these two then with Elena and the Salvator brothers and is the main reason I watch the show anymore!