The God of War Art is a technique he found when he first opened the Tower of Inheritance. He didn't touch it back then, but he had it at the back of his mind that when he one day becomes an Immortal, he would learn it.
The main reason was that he had heard of the God of War before.
During the Primordial Era, there was a warrior who was proficient in all the arts of combat. They said he could wield any weapon and use any fighting style he deemed perfect for a specific battle.
Nobody knows when he vanished, but it was said that he left his battle art for a worthy warrior to inherit.
Klaus had searched for it during the Renegade Era and the Calamity Era. Both Fruity and Magnus searched for it for thousands of years, and he is sure his other incarnations searched for the same thing, too.
Now that he has gotten his hands on it, there is just no telling how happy he feels. He had already concluded that the idea of his Weapons Overlord class came from that battle art.
