I presume Bill went for best price/quality ratio. It is a well known fact that the service on European airlines is better than on American airlines. This is mainly because flying still isn't that common in Europe as it is in the USA.
I prefer KLM over NW or UA myself, and that's not because I am loyal to my national airline.
By the way, KLM doesn't even have First Class, only World Business Class. But still very acceptable, I feel.
I also wish Bill Clinton welcome and hope that he will enjoy Amsterdam, in whichever way he prefers. After all, he is a "free man" again...