There's something inherently eerie about the King of Sorrow's resemblance to Klonoa. The King's eyes also make him look somewhat disturbing, especially thanks to the implications behind why they're so red. These details, combined with how Klonoa has fought tooth and nail to prevent the missing Kingdom of Sorrow from reappearing, form a visually Anvilicious metaphor for the game's message: no matter how much one tries to avoid it, sorrow's an inherent part of one's person, warts and all.
The idea of the King of Sorrow being a personification of Klonoa's sadness has another layer to it. It could also serve as a metaphor for Klonoa coming to terms with Door to Phantomile's events. Compare the two main game's endings: in the first game, Klonoa actively resists his fate, screaming and holding his ground as the portal to his home dimension inevitably pulls him out of Phantomile. In Lunatea's Veil, having grown to understand sadness a bit more, he's implicitly accepted his role as a dream traveler. While clearly regretful that he has to leave Lunatea and his new friends, he handles the departure with much more grace.
There's also the fact that the King of Sorrow's kingdom itself is named "Hyuponia". Sound familiar?
From a certain perspective, the King of Sorrow is a Shadow Archetype of the first game's Klonoa, having been abandoned by the world to be forgotten in his sadness that drove him insane. The now-matured Klonoa effectively performs a Mercy Kill at the King's own intention, before quoting Huepow in the ending and leaving Lunatea of his own will rather than being sucked out by force. In coming to terms with his own sorrow over everything he's lost, Klonoa was all but forced to murder a darker representation of his younger self, one that was never allowed to grow up or overcome his trauma of losing everything, while also proving that in the end, there can never be a Klonoa equivalent remaining within a world without some sort of sorrow passing in his wake.
