It wasn't part of Klaus's plan to test the emotional response of his ladies and friends. No, he just did that to see if they would be able to figure out whether he was real or fake.
But the moment Nia's dagger went through his back, he could tell he had broken them. As such, when they found out the one who died was a fake, they became angry.
They all wanted to discipline him and show him that playing with the feelings of others is not fun.
But in a way, Klaus also got what he wanted.
His plan was to test their combat prowess by fighting them one by one. But he knew they wouldn't want to hurt him, so they would hold back no matter what he said.
So this was, in a way, a good thing for him.
They were attacking without any reservations, and though they weren't aiming to kill him, they also weren't aiming to play with him.