Because Klingberg being put on the second pairing doesn't mean he's a legitimate second pairing defenseman on a cup contender. In fact, I would say the best you can expect for him is to be a third pairing defenseman. If he works out better than that, then great. But right now, they don't have a real 2nd pairing RD. And they need to build the best D group possible because, and not to beat a dead horse, Skinner is a .902 goalie, and there is very little chance they get back to the final and win with a .902 sv%. They need an elite defense to overcome that.
Also, the Oilers need to look at bringing in a legitimate 2/3/4 because if one of their big 3 goes down (Ekholm, Bouchard, or Nurse), or even Kulak, they could be in trouble. On paper, the D looks thin. They have strong team defense, but right now they are also an injury away from Troy Stetcher playing 2nd pairing minutes in the playoffs.