Klaus was left wondering if he should really worry about his wives. It turns out he had nothing to fear. They had all become monsters, especially Nadia and Asha.
Hearing how monstrous they had become, he became proud. He realised the way he suffered in the past would be limited in this life.
His wives are a part of his strength, so he had nothing to be scared of. Asha alone is enough to protect them all.
The moment they saw his worry had softened, they revealed the issue with the Asura race to him. Hearing what Anna had discovered, he was inclined to create another incarnation to get on that.
However, his wives stopped him. They wanted to handle that themselves. They needed three keys to unlock the realm that the Asura race had ended up in after their supposed death.
