"She is my present to break the curse I bear," Klaus said, glad to hear Elijah admit his desire, even if he didn't know that there was more to his brother's feelings. "But you've always been such a devoted brother, and for that, I'd like to give you this."

If Klaus knew that Elijah was thinking deeper thoughts than simple carnal needs, he may have been less adherent to the idea. As it stood, however, he saw no reason for either of them, together or not (though together was far more fun) to not live out lustful urges with Katerina.

"We can search the world over for a prettier plaything once this is over too," if she captivated either of them to any great extent and craved a replacement. Of course, Klaus was saying this for Elijah's sake. Humans were always disposable, and with his increase in power after the ritual, anything would be possible.