Bringing Asmodeus back didn't just make Klaus feel good knowing a dear friend had finally come back to his side in these hard times; it also reminded him of his early days in his past life as Magnus.
Asmodeus, being his first Undead, made him one of the many people who had been with him when everyone hated him.
Asmodeus was like a big brother back then, always reminding Magnus to keep on moving forward, that one day, everything would be worth it.
Having him back reminded him of all the sacrifices his mom made for him.
His father had multiple wives at the time. They each had children.
At first, his mom was loved by his father. However, when he awakened his vampire side, that love was shattered, for his mom stood by his side, neglecting the many times his father told her not to.
Magnus always blamed himself for that.