Klaus obviously wasn't going to let his daughter die at the hands of the Hollow's magic, so his sacrifice makes sense as well. He finally found a love that was worth giving up everything for. He successfully gained true immortality, but gave it up for his legacy to continue in a different way.

Who does Klaus end up with?

He is the father of Hope Mikaelson and Grace O'Connell-Mikaelson. He is the husband of Camille O'Connell-Mikaelson.

Who did Klaus really love?

2 HE ALMOST TAKES OUT THE WOMAN HE LOVES

All the characters on The Vampire Diaries know that Klaus is in love with Caroline, including Caroline herself.