After Klaus dies Caroline tries to move on but she can't so she does the same thing Elena did when Damon died, she makes herself hallucinate having him around because she can't handle the idea of not having Klaus has her last love like he intended.

She planned on after a few centuries, finally letting herself be happy again with the one who always made her feel important and special.

Caroline can't handle the thought that her love story with Klaus ended even before it could begin.