"Mmmm." Klaus considers for a moment as the song comes to an end, before he takes a step back and leans in to kiss her hand gently. "Unfortuantely, my dearest Diana, that is not a risk I am willing to take."

He's not going to run the risk that these idiots could bring Mikael right to Klaus's front door. So consider it a guarantee that Klaus was going to take care of the problem for her.