Sjoerd, some riders simply don't like the stock shock on the KLR 650, and Dave, the original poster on this thread, is apparently one of them (I enjoyed your blog, Dave). I don't agree with you that 1900 miles isn't enough to establish an opinion on a shock (on any bike). For someone who can't make the stock shock work to their satisfaction replacement with an after-market shock may be the only viable option.
You are quite right that a rider, such as yourself, who is satisfied with the stock shock would be much better off putting the money toward gas and enjoying the riding. But, different strokes for different folks, as we used to say long ago.