I've owned and ridden both the XR and the KLR. They both have pros and cons. The KLR is slightly shorter but you're really going to notice the gas tank even if you don't top it off to save weight.
Sitting on an XR is like sitting on a horse. Sitting on a KLR is kind of like sitting on a cow with the giant tank and all the fairings. But, as far as range, more options for luggage and highway comfort, the KLR wins hands-down over the XR. Riding an XR on the Interstate sucks.
They're both good bikes but each has its own niche. If all I did was joyride on gravel and dirt roads around here, I"d probably go back to an XR. But, I regularly do a 60-mile round trip commute to work and some longer day trips here and there and I wouldn't want to do those things on an XR.
In a perfect world, I would own both. I'm still considering looking for a used XR one of these days.