Klaus and Hayley make sense. As adorable as Caroline was it was a fantasy. Klaus is a killer, he comes within seconds of letting Caroline die because he wants revenge even though he cared a lot about her . In the long run there is no way Caroline could cope with Klaus and what he is capable of. Hayley is different. Her unique experiences (as a wolf orphaned and then rejected, as a hybrid with that particular combination of heightened emotion and rage) gives her an insight into Klaus and why he is who he is. She also actually listens to him when he confides and doesn't just dismiss his horiffic past with glib advice (like Camille and Caroline) . Klaus respects Hayley, as a fighter, as an alpha and as the mother of his child- He has fought her and he has cursed her but she has never allowed herself to be afraid of him and she continues to stand up to him. Hayley is deeply flawed (as is Klaus) but they are fiercly loyal to family and increasingly loyal to each other. Both Camille and Caroline betrayed his trust on numerous occasions and Hayley only ever did so once- and only for Hope's sake. Klaus was right and Hayley wrong back then but even he understands her motives and so he can forgive.
Hayley is one of the few people in a thousand years who Klaus has apologised too sincerely, without an agenda - he thanked her for her loyalty and gave way to her point of view. He chose to trust her judgement over his own... which is more than progress! They share great chemistry, a longing for family, a desire to be loved, they laugh together, share secrets and they actually see each other as they are, not as some idealised fantasy-for Elijah Hayley is some perfect thing to worship, for Camille and Caroline Klaus is a wounded soul capable of 'redemption'.. The truth is far more complex. Throw in the 'little wolf' petname, the numerous 'Klaus's wife' jibes, the continuing references to 'king' Klaus and 'Queen' Hayley and its obvious that they could work as a real partnership. Most importantly (lol) Hayly managed to make the ultimate big bad wolf wear a cap that said 'Mother Trucker' - this fact alone demonstrates her level of influence over him!