For Klaus, the problems they must face and they had to win once again weren't painful. They were bothersome with full of uncertainty, but he — they had grown stronger, wiser, and more mature before the regression. He was certain they could do it; just like all the other hurdles, they would overcome this.
But what was painful to him was to watch Claude in this cold palace again. It wasn't like Klaus had forgotten how this young boy lived within these walls. Around this time, Claude was still full of hopes, eyes full of optimism, and still has this child-like personality.
Klaus didn't want to watch how those things would slowly disappear — get taken from Claude before meeting Lilou. Although the young and adult Claude now lived in the same timeline, both were his nephew. And thus, having to experience those again, ripped through Klaus's soul like no other.