The concept of manipulating the soul is a dangerous one. In fact, souls, if not well protected, can lead to the downfall of even immortals and gods. Souls are the foundation of one's life.
Many might even call it the core of a being...
The idea of creating a soul is not something to be taken lightly.
Klaus would have to use his soul and consciousness to enter Miriam's destroyed Soul World and recreate a new one for her using his cultivation.
Essentially, Klaus would need to sacrifice his cultivation base in exchange for his life force. This life force would then be used to create a new soul, which, in essence, means giving life to her.
But it's far from simple.
To do this, Klaus must be at the same cultivation base as the one he is about to help. If not, he risks losing all his cultivation base. It's a risky thing.