Klingons do not need an AH or Exchange. Think about it, most of our gear comes from the Medals earned through PvP. That means that the majority of Klingon player will have identical gear in their respective tiers. So what is the point of an AH if everyone is running around with the same gear, the PvE missions giving you the very same gear as PvP and the PvE drops being extemely subpar to our PvP/PvE rewards. Forget about transfereing money, just go out an pvp.
Subpar loot drops or not, there's plenty of consoles that boosts various BOff powers that can NOT be purchased from the vendors. Those can make a big difference when using those powers. Also, we're getting more PvE content "soon", thus more opportunities to loot better gear than we can buy via medals/badges. So yes we DO need an exchange on Qo'noS.