Would I have preferred a full, complete, fleshed out PvE experience as a Klingon? Probably, massively wasted potential there for the stories they could have told. But then again, I take it as an earned badge of honor that my KDF toon was leveled in the way true Klingons ascend...over the shattered hulls of other people's ships.
creating a new KDF toon now would be a wise move. You will hit endgame faster and see how you like the KDF skills and develop cloaking capabilities in advance of the Romulan release. If you need a kdf fleet to join with to assist you, contact House of Puv'taj or any online Ninth Fleet members who will help you out.